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Option pricing in fractional Brownian markets / Stefan Rostek. (Lecture notes in economics and mathematical systems ; 622)

Option pricing in fractional Brownian markets / Stefan Rostek. (Lecture notes in economics and mathematical systems ; 622)
Paper図書
Springerc2009.<MA211-B83>
National Diet Library
  • Subject HeadingBrownian motion processes. Options (Finance) -- Prices -- Mathematical models.

The concepts and practice of mathematical finance / M.S. Joshi. 2nd ed. (Mathematics, finance and risk)

The concepts and practice of mathematical finance / M.S. Joshi. 2nd ed. (Mathematics, finance and risk)
Paper図書
Cambridge University Press2008.<DF111-B38>
National Diet Library
  • Subject Heading...atical models. Options (Finance) -- Prices -- Mathematical models. Interest rates -- Mathematica...

The Black-Scholes model : pbk

The Black-Scholes model : pbk
Paper図書
Marek Capiński, Ekkehard KoppCambridge University Press2012
Other Libraries in Japan

A game theory analysis of options : corporate finance and financial intermediation in continuous time : pbk 2nd ed

A game theory analysis of options : corporate finance and financial intermediation in continuous time : pbk 2nd ed
Paper図書
Alexandre ZieglerSpringerc2010
Other Libraries in Japan

SABR and SABR LIBOR market models in practice : with examples implemented in Python

SABR and SABR LIBOR market models in practice : with examples implemented in Python
Paper図書
Christian Crispoldi, Gérald Wigger, Peter LarkinPalgrave Macmillan2015
Other Libraries in Japan

Analytical and numerical methods for pricing financial derivatives : hbk

Analytical and numerical methods for pricing financial derivatives : hbk
Paper図書
Daniel SevcovicNova Science Publishersc2011
Other Libraries in Japan

Option pricing in fractional brownian markets

Option pricing in fractional brownian markets
Paper図書
Stefan RostekSpringerc2009
Other Libraries in Japan

Nonlinear models in mathematical finance : new research trends in option pricing

Nonlinear models in mathematical finance : new research trends in option pricing
Paper図書
Matthias Ehrhardt, editorNova Science Publishersc2008
Other Libraries in Japan

Advanced option pricing models : an empirical approch to valuing options : hbk

Advanced option pricing models : an empirical approch to valuing options : hbk
Paper図書
Jeffrey Owen Katz, Donna L. McCormickMcGraw-Hill2005
Other Libraries in Japan

Computational methods for option pricing pbk.

Computational methods for option pricing pbk.
Paper図書
Yves Achdou, Olivier PironneauSociety for Industrial and Applied Mathematics2005
Other Libraries in Japan

Mathematical modeling and methods of option pricing

Mathematical modeling and methods of option pricing
Paper図書
Lishang Jiang ; translated by Canguo LiWorld Scientificc2005
Other Libraries in Japan

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives : hbk

The SABR/LIBOR market model : pricing, calibration and hedging for complex interest-rate derivatives : hbk
Paper図書
Riccardo Rebonato Kenneth McKay and Richard WhiteJohn Wiley & Sons2009
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Paul Wilmott introduces quantitative finance : pbk 2nd ed

Paul Wilmott introduces quantitative finance : pbk 2nd ed
Paper図書
J. Wiley & Sons2007
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A game theory analysis of options : corporate finance and financial intermediation in continuous time 2nd ed

A game theory analysis of options : corporate finance and financial intermediation in continuous time 2nd ed
Paper図書
Alexandre ZieglerSpringer-Verlagc2004
Other Libraries in Japan

The volatility surface : a practitioner's guide : cloth

The volatility surface : a practitioner's guide : cloth
Paper図書
Jim Gatheral ; foreword by Nassim Nicholas TalebJohn Wiley & Sonsc2006
Other Libraries in Japan

Incomplete information and heterogeneous beliefs in continuous-time finance

Incomplete information and heterogeneous beliefs in continuous-time finance
Paper図書
Alexandre ZieglerSpringerc2003
Other Libraries in Japan

More mathematical finance

More mathematical finance
Paper図書
Mark S. JoshiPilot Whale Press2011
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Binomial models in finance

Binomial models in finance
Paper図書
John van der Hoek and Robert J. ElliottSpringerc2006
Other Libraries in Japan

Paul Wilmott on quantitative finance : cloth/cd 2nd ed

Paul Wilmott on quantitative finance : cloth/cd 2nd ed
Paper図書
John Wiley & Sons Inc.c2006
Other Libraries in Japan

Derivatives trading and option pricing

Derivatives trading and option pricing
Paper図書
introduced by Nicholas DunbarRisk Booksc2005
Other Libraries in Japan
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