Books on the topic 'Options (Finance) – Prices – Mathematical models'

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1

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

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2

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

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3

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

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4

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

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5

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

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6

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

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7

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

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8

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

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9

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

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10

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

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11

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

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12

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

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13

Gibson, Rajna. Option valuation: Analyzing and pricing standardized option contracts. Genève: Georg, 1988.

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14

Option valuation: Analyzing and pricing standardized option contracts. New York: McGraw-Hill, 1991.

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15

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

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16

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

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17

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

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18

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.

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19

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.

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20

Ncube, Mthuli. Option pricing with time-varying volatility: Using OLS and panel data models. [Harare]: Dept. of Economics, University of Zimbabwe, 1991.

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21

Jönsson, Ola. Option pricing and Bayesian learning. Lund: Lund University, 2006.

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22

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

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23

Kohler, Hans-Peter. Grundlagen der Bewertung von Optionen und Optionsscheinen: Darstellung und Anwendung der Modelle von Boness, Black-Scholes, Galai-Schneller und Schulz-Trautmann-Fischer. Wiesbaden: Gabler, 1992.

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24

Aiyer, Ajay Subramanian. European option pricing with fixed transaction costs. Ithaca, N.Y: Cornell Theory Center, Cornell University, 1996.

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25

Kariya, Takeaki. Kin'yū shisan kakaku hendō bunseki no tenbō: Kakaku hendō moderu to opushon riron. Kunitachi, Tokyo: Institute of Economic Research, Hitotsubashi University, 1989.

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26

Plötz, Georg. Optionsmarkt-Ansätze: Bewertungsprobleme börsennotierter Optionen. Wiesbaden: Deutscher Universitäts-Verlag, 1991.

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27

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

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28

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

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29

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

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30

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

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31

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

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32

Ross, Sheldon M. An elementary introduction to mathematical finance: Options and other topics. 2nd ed. New York: Cambridge University Press, 2003.

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33

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

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34

Ziegler, Alexandre. Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003.

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35

Options: An introduction. 2nd ed. Miami, Fla: Kolb Pub. Co., 1994.

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36

Kolb, Robert W. Options: An introduction. Miami, Fla: Kolb Pub. Co., 1991.

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37

A game theory analysis of options: Corporate finance and financial intermediation in continuous time. 2nd ed. Berlin: Sringer-Verlag, 2004.

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38

Cherubini, Umberto. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.

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39

Cherubini, Umberto. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.

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40

Options: The investor's complete toolkit. New York: New York Institute of Finance, 1991.

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41

An introduction to financial option valuation: Mathematics, stochastics, and computation. New York: Cambridge University Press, 2004.

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42

Jurgeit, Ludwig. Bewertung von Optionen und bonitätsrisikobehafteten Finanztiteln: Anleihen, Kredite und Fremdfinanzierungsfazilitäten. Wiesbaden: Deutscher Universitäts Verlag, 1989.

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43

Umberto, Cherubini, ed. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.

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44

Chriss, Neil. The Black-Scholes and beyond interactive toolkit: A step-by-step guide to in-depth option pricing models. New York: McGraw-Hill, 1997.

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45

Melʹnikov, A. V. Finansovye rynki: Stokhasticheskiĭ analiz i raschet proizvodnykh t͡s︡ennykh bumag. Moskva: TVP Nauchnoe izd-vo, 1997.

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46

Financial markets: Stochastic analysis and the pricing of derivative securities. Providence, R.I: American Mathematical Society, 1999.

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47

Hallerbach, Winfried G. A simple approximation to the normal distribution function with an application to the Black & Scholes option pricing model. Rotterdam, Netherlands: Rotterdam Institute for Business Economic Studies, Erasmus Universiteit, 1994.

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48

L, Knight John, and Satchell S, eds. Forecasting volatility in the financial markets. 2nd ed. Oxford: Butterworth-Heinemann, 2002.

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49

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

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50

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

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