Books on the topic 'Options (Finance) Australia Mathematical models'

Hughston, L. P., and Matheus R. Grasselli. Finance at Fields. Singapore: World Scientific, 2013.

Eades, Simon. Options, hedging & arbitrage. London: McGraw-Hill, 1992.

Wilmott, Paul. Option pricing: Mathematical models and computation. Oxford, UK: Oxford Financial Press, 1997.

Frequently asked questions in quantitative finance. 2nd ed. New York: Wiley, 2009.

Olivier, Pironneau, ed. Computational methods for option pricing. Philadelphia: Society for Industrial and Applied Mathematics, 2005.

Shaffer, Sherrill L. Immunizing options against changes in volatility. [Philadelphia]: Federal Reserve Bank of Philadelphia, 1989.

Matthias, Ehrhardt, ed. Nonlinear models in mathematical finance: New research trends in option pricing. New York: Nova Science Publishers, 2008.

Bates, David S. Testing option pricing models. Cambridge, MA: National Bureau of Economic Research, 1995.

1960-, Laroche Pierre, ed. Options et contrats à terme. 2nd ed. [Québec, Québec]: Presses de l'Université Laval, 1995.

Hecker, Renate. Informationsgehalt von Optionspreisen: Eine empirische Untersuchung der Preisbildung am Markt für Kaufoptionen im Vorfeld abnormaler Kursbewegungen am Aktienmarkt. Heidelberg: Physica, 1993.

Wilmott, Paul. Frequently asked questions in quantitative finance. 2nd ed. New York: Wiley, 2009.

Frequently Asked Questions in Quantitative Finance. New York: John Wiley & Sons, Ltd., 2007.

Wilmott, Paul. Frequently asked questions in quantitative finance. 2nd ed. New York: Wiley, 2009.

Wilmott, Paul. Frequently asked questions in quantitative finance. 2nd ed. New York: Wiley, 2009.

Chris, Strickland, ed. Implementing derivatives models. Chichester: Wiley, 1998.

Lo, Andrew W. Implementing option pricing models when asset returns are predictable. Cambridge, MA: National Bureau of Economic Research, 1994.

Wilmott, Paul. Paul Wilmott Introduces Quantitative Finance. New York: John Wiley & Sons, Ltd., 2007.

Wilmott, Paul. Frequently asked questions in quantitative finance: Including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more. 2nd ed. Chichester, U.K: Wiley, 2009.

Frequently asked questions in quantitative finance: Including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and more. Chichester, England: John Wiley, 2007.

Ritchken, Peter. Options: Theory, strategy, and applications. Glenview, Ill: Scott, Foresman, 1987.

Concepts and practice of mathematical finance. 2nd ed. New York: Cambridge University Press, 2008.

Boyle, Phelim P. Options and the management of financial risk. Schaumburg, IL: Society of Actuaries, 1992.

Paul Wilmott introduces quantitative finance. 2nd ed. Chichester, West Sussex, England: John Wiley & Sons Ltd., 2007.

Kjaer, Mats. Pricing of some path-dependent options on equities and commodities. Göteborg: Göteborg University, 2006.

Opsyŏn kŏrae: Iron kwa silche. Sŏul: Chŭngkwŏn Sŏjŏk Chʻulpʻanbu, 1991.

Kolb, Robert W. Options. 3rd ed. Malden, Mass: Blackwell Publishers, 1997.

Chriss, Neil. Black-Scholes and beyond: Option pricing models. New York: McGraw-Hill, 1997.

Chriss, Neil. Black-Scholes and beyond: Option pricing models. Chicago: Irwin, 1997.

Capiński, Marek. The Black-Scholes model. New York: Cambridge University Press, 2013.

Advanced options trading: The analysis and evaluation of trading strategies, hedging tactics, and pricing models. Chicago, Ill: Probus Pub. Co., 1994.

1956-, Karandikar R. L., ed. Introduction to option pricing theory. Boston, Mass: Birkhäuser, 2000.

Option trading: Pricing and volatility strategies and techniques. Hoboken, N.J: Wiley, 2010.

Pricing the future: Finance, physics, and the 300-year journey to the Black-Scholes equation : a story of genius and discovery. New York: Basic Books, 2011.

Mandler, Martin. Market expectations and option prices: Techniques and applications. Heidelberg: Physica Verlag, 2003.

Mandler, Martin. Market expectations and option prices: Techniques and applications. New York: Physica-Verlag, 2003.

Pricing the future: Finance, physics, and the 300-year journey to the Black-Scholes equation : a story of genius and discovery. New York: Basic Books, 2011.

Melino, Angelo. The pricing of foreign currency options. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1987.

Wilmott, Paul. The mathematics of financial derivatives: A student introduction. Oxford: Cambridge University Press, 1995.

The Concepts and practice of mathematical finance. Cambridge, U.K: Cambridge University Press, 2003.

Analytical and numerical methods for pricing financial derivatives. Hauppauge, N.Y: Nova Science Publisher's, 2010.

Katz, Jeffrey Owen. Advanced option pricing models: An empirical approach to valuing options. New York: McGraw-Hill, 2005.

E, Kyprianou Andreas, Schoutens Wim, and Wilmott Paul, eds. Exotic option pricing and advanced Lévy models. Chichester, England: John Wiley, 2005.

Option valuation in the presence of market imperfections. Frankfurt am Main: P. Lang, 1993.

Wilmott, Paul. Frequently asked questions in quantitative finance: Including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more. 2nd ed. Chichester, U.K: Wiley, 2009.

Wilmott, Paul. Frequently asked questions in quantitative finance: Including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more. 2nd ed. Chichester, U.K: Wiley, 2009.

Wilmott, Paul. Frequently asked questions in quantitative finance: Including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more. 2nd ed. Chichester, U.K: Wiley, 2009.

Wilmott, Paul. Frequently asked questions in quantitative finance: Including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more. 2nd ed. Chichester, U.K: Wiley, 2009.

1944-, Kopp P. E., and Traple Janusz, eds. Stochastic calculus for finance. Cambridge, [England]: Cambridge University Press, 2012.

Binomial Models in Finance (Springer Finance). Springer, 2005.

Binomial Models in Finance. Springer London, Limited, 2006.