Libros sobre el tema "Options (Finance) – Prices – Mathematical models"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores mejores libros para su investigación sobre el tema "Options (Finance) – Prices – Mathematical models".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore libros sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Wilmott, Paul. Option pricing: Mathematical models and computation. Oxford, UK: Oxford Financial Press, 1997.
Buscar texto completoKatz, Jeffrey Owen. Advanced option pricing models: An empirical approach to valuing options. New York: McGraw-Hill, 2005.
Buscar texto completoBates, David S. Testing option pricing models. Cambridge, MA: National Bureau of Economic Research, 1995.
Buscar texto completoMatthias, Ehrhardt, ed. Nonlinear models in mathematical finance: New research trends in option pricing. New York: Nova Science Publishers, 2008.
Buscar texto completoHughston, L. P. y Matheus R. Grasselli. Finance at Fields. Singapore: World Scientific, 2013.
Buscar texto completoMandler, Martin. Market expectations and option prices: Techniques and applications. Heidelberg: Physica Verlag, 2003.
Buscar texto completoMandler, Martin. Market expectations and option prices: Techniques and applications. New York: Physica-Verlag, 2003.
Buscar texto completoCapiński, Marek. The Black-Scholes model. New York: Cambridge University Press, 2013.
Buscar texto completoChriss, Neil. Black-Scholes and beyond: Option pricing models. New York: McGraw-Hill, 1997.
Buscar texto completoChriss, Neil. Black-Scholes and beyond: Option pricing models. Chicago: Irwin, 1997.
Buscar texto completoOlivier, Pironneau, ed. Computational methods for option pricing. Philadelphia: Society for Industrial and Applied Mathematics, 2005.
Buscar texto completoAdvanced options trading: The analysis and evaluation of trading strategies, hedging tactics, and pricing models. Chicago, Ill: Probus Pub. Co., 1994.
Buscar texto completoGibson, Rajna. Option valuation: Analyzing and pricing standardized option contracts. Genève: Georg, 1988.
Buscar texto completoOption valuation: Analyzing and pricing standardized option contracts. New York: McGraw-Hill, 1991.
Buscar texto completoAnalytical and numerical methods for pricing financial derivatives. Hauppauge, N.Y: Nova Science Publisher's, 2010.
Buscar texto completoWilmott, Paul. Paul Wilmott Introduces Quantitative Finance. New York: John Wiley & Sons, Ltd., 2007.
Buscar texto completo1956-, Karandikar R. L., ed. Introduction to option pricing theory. Boston, Mass: Birkhäuser, 2000.
Buscar texto completoPricing 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.
Buscar texto completoPricing 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.
Buscar texto completoNcube, Mthuli. Option pricing with time-varying volatility: Using OLS and panel data models. [Harare]: Dept. of Economics, University of Zimbabwe, 1991.
Buscar texto completoJönsson, Ola. Option pricing and Bayesian learning. Lund: Lund University, 2006.
Buscar texto completoPaul Wilmott introduces quantitative finance. 2a ed. Chichester, West Sussex, England: John Wiley & Sons Ltd., 2007.
Buscar texto completoKohler, 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.
Buscar texto completoAiyer, Ajay Subramanian. European option pricing with fixed transaction costs. Ithaca, N.Y: Cornell Theory Center, Cornell University, 1996.
Buscar texto completoKariya, Takeaki. Kin'yū shisan kakaku hendō bunseki no tenbō: Kakaku hendō moderu to opushon riron. Kunitachi, Tokyo: Institute of Economic Research, Hitotsubashi University, 1989.
Buscar texto completoPlötz, Georg. Optionsmarkt-Ansätze: Bewertungsprobleme börsennotierter Optionen. Wiesbaden: Deutscher Universitäts-Verlag, 1991.
Buscar texto completoConcepts and practice of mathematical finance. 2a ed. New York: Cambridge University Press, 2008.
Buscar texto completoE, Kyprianou Andreas, Schoutens Wim y Wilmott Paul, eds. Exotic option pricing and advanced Lévy models. Chichester, England: John Wiley, 2005.
Buscar texto completoKolb, Robert W. Options. 3a ed. Malden, Mass: Blackwell Publishers, 1997.
Buscar texto completoOption valuation in the presence of market imperfections. Frankfurt am Main: P. Lang, 1993.
Buscar texto completoWilmott, Paul. The mathematics of financial derivatives: A student introduction. Oxford: Cambridge University Press, 1995.
Buscar texto completoRoss, Sheldon M. An elementary introduction to mathematical finance: Options and other topics. 2a ed. New York: Cambridge University Press, 2003.
Buscar texto completoThe Concepts and practice of mathematical finance. Cambridge, U.K: Cambridge University Press, 2003.
Buscar texto completoZiegler, Alexandre. Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003.
Buscar texto completoOptions: An introduction. 2a ed. Miami, Fla: Kolb Pub. Co., 1994.
Buscar texto completoKolb, Robert W. Options: An introduction. Miami, Fla: Kolb Pub. Co., 1991.
Buscar texto completoA game theory analysis of options: Corporate finance and financial intermediation in continuous time. 2a ed. Berlin: Sringer-Verlag, 2004.
Buscar texto completoCherubini, Umberto. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.
Buscar texto completoCherubini, Umberto. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.
Buscar texto completoOptions: The investor's complete toolkit. New York: New York Institute of Finance, 1991.
Buscar texto completoAn introduction to financial option valuation: Mathematics, stochastics, and computation. New York: Cambridge University Press, 2004.
Buscar texto completoJurgeit, Ludwig. Bewertung von Optionen und bonitätsrisikobehafteten Finanztiteln: Anleihen, Kredite und Fremdfinanzierungsfazilitäten. Wiesbaden: Deutscher Universitäts Verlag, 1989.
Buscar texto completoUmberto, Cherubini, ed. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.
Buscar texto completoChriss, Neil. The Black-Scholes and beyond interactive toolkit: A step-by-step guide to in-depth option pricing models. New York: McGraw-Hill, 1997.
Buscar texto completoMelʹnikov, A. V. Finansovye rynki: Stokhasticheskiĭ analiz i raschet proizvodnykh t͡s︡ennykh bumag. Moskva: TVP Nauchnoe izd-vo, 1997.
Buscar texto completoFinancial markets: Stochastic analysis and the pricing of derivative securities. Providence, R.I: American Mathematical Society, 1999.
Buscar texto completoHallerbach, 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.
Buscar texto completoL, Knight John y Satchell S, eds. Forecasting volatility in the financial markets. 2a ed. Oxford: Butterworth-Heinemann, 2002.
Buscar texto completoBinomial Models in Finance (Springer Finance). Springer, 2005.
Buscar texto completoBinomial Models in Finance. Springer London, Limited, 2006.
Buscar texto completo