Libri sul tema "Options (Finance) – Prices – Mathematical models"
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Wilmott, Paul. Option pricing: Mathematical models and computation. Oxford, UK: Oxford Financial Press, 1997.
Cerca il testo completoKatz, Jeffrey Owen. Advanced option pricing models: An empirical approach to valuing options. New York: McGraw-Hill, 2005.
Cerca il testo completoBates, David S. Testing option pricing models. Cambridge, MA: National Bureau of Economic Research, 1995.
Cerca il testo completoMatthias, Ehrhardt, a cura di. Nonlinear models in mathematical finance: New research trends in option pricing. New York: Nova Science Publishers, 2008.
Cerca il testo completoHughston, L. P., e Matheus R. Grasselli. Finance at Fields. Singapore: World Scientific, 2013.
Cerca il testo completoMandler, Martin. Market expectations and option prices: Techniques and applications. Heidelberg: Physica Verlag, 2003.
Cerca il testo completoMandler, Martin. Market expectations and option prices: Techniques and applications. New York: Physica-Verlag, 2003.
Cerca il testo completoCapiński, Marek. The Black-Scholes model. New York: Cambridge University Press, 2013.
Cerca il testo completoChriss, Neil. Black-Scholes and beyond: Option pricing models. New York: McGraw-Hill, 1997.
Cerca il testo completoChriss, Neil. Black-Scholes and beyond: Option pricing models. Chicago: Irwin, 1997.
Cerca il testo completoOlivier, Pironneau, a cura di. Computational methods for option pricing. Philadelphia: Society for Industrial and Applied Mathematics, 2005.
Cerca il testo completoAdvanced options trading: The analysis and evaluation of trading strategies, hedging tactics, and pricing models. Chicago, Ill: Probus Pub. Co., 1994.
Cerca il testo completoGibson, Rajna. Option valuation: Analyzing and pricing standardized option contracts. Genève: Georg, 1988.
Cerca il testo completoOption valuation: Analyzing and pricing standardized option contracts. New York: McGraw-Hill, 1991.
Cerca il testo completoAnalytical and numerical methods for pricing financial derivatives. Hauppauge, N.Y: Nova Science Publisher's, 2010.
Cerca il testo completoWilmott, Paul. Paul Wilmott Introduces Quantitative Finance. New York: John Wiley & Sons, Ltd., 2007.
Cerca il testo completo1956-, Karandikar R. L., a cura di. Introduction to option pricing theory. Boston, Mass: Birkhäuser, 2000.
Cerca il testo 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.
Cerca il testo 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.
Cerca il testo completoNcube, Mthuli. Option pricing with time-varying volatility: Using OLS and panel data models. [Harare]: Dept. of Economics, University of Zimbabwe, 1991.
Cerca il testo completoJönsson, Ola. Option pricing and Bayesian learning. Lund: Lund University, 2006.
Cerca il testo completoPaul Wilmott introduces quantitative finance. 2a ed. Chichester, West Sussex, England: John Wiley & Sons Ltd., 2007.
Cerca il testo 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.
Cerca il testo completoAiyer, Ajay Subramanian. European option pricing with fixed transaction costs. Ithaca, N.Y: Cornell Theory Center, Cornell University, 1996.
Cerca il testo 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.
Cerca il testo completoPlötz, Georg. Optionsmarkt-Ansätze: Bewertungsprobleme börsennotierter Optionen. Wiesbaden: Deutscher Universitäts-Verlag, 1991.
Cerca il testo completoConcepts and practice of mathematical finance. 2a ed. New York: Cambridge University Press, 2008.
Cerca il testo completoE, Kyprianou Andreas, Schoutens Wim e Wilmott Paul, a cura di. Exotic option pricing and advanced Lévy models. Chichester, England: John Wiley, 2005.
Cerca il testo completoKolb, Robert W. Options. 3a ed. Malden, Mass: Blackwell Publishers, 1997.
Cerca il testo completoOption valuation in the presence of market imperfections. Frankfurt am Main: P. Lang, 1993.
Cerca il testo completoWilmott, Paul. The mathematics of financial derivatives: A student introduction. Oxford: Cambridge University Press, 1995.
Cerca il testo completoRoss, Sheldon M. An elementary introduction to mathematical finance: Options and other topics. 2a ed. New York: Cambridge University Press, 2003.
Cerca il testo completoThe Concepts and practice of mathematical finance. Cambridge, U.K: Cambridge University Press, 2003.
Cerca il testo completoZiegler, Alexandre. Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003.
Cerca il testo completoOptions: An introduction. 2a ed. Miami, Fla: Kolb Pub. Co., 1994.
Cerca il testo completoKolb, Robert W. Options: An introduction. Miami, Fla: Kolb Pub. Co., 1991.
Cerca il testo completoA game theory analysis of options: Corporate finance and financial intermediation in continuous time. 2a ed. Berlin: Sringer-Verlag, 2004.
Cerca il testo completoCherubini, Umberto. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.
Cerca il testo completoCherubini, Umberto. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.
Cerca il testo completoOptions: The investor's complete toolkit. New York: New York Institute of Finance, 1991.
Cerca il testo completoAn introduction to financial option valuation: Mathematics, stochastics, and computation. New York: Cambridge University Press, 2004.
Cerca il testo completoJurgeit, Ludwig. Bewertung von Optionen und bonitätsrisikobehafteten Finanztiteln: Anleihen, Kredite und Fremdfinanzierungsfazilitäten. Wiesbaden: Deutscher Universitäts Verlag, 1989.
Cerca il testo completoUmberto, Cherubini, a cura di. Fourier transform methods in finance. Chichester: John Wiley & Sons, 2010.
Cerca il testo 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.
Cerca il testo completoMelʹnikov, A. V. Finansovye rynki: Stokhasticheskiĭ analiz i raschet proizvodnykh t͡s︡ennykh bumag. Moskva: TVP Nauchnoe izd-vo, 1997.
Cerca il testo completoFinancial markets: Stochastic analysis and the pricing of derivative securities. Providence, R.I: American Mathematical Society, 1999.
Cerca il testo 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.
Cerca il testo completoL, Knight John, e Satchell S, a cura di. Forecasting volatility in the financial markets. 2a ed. Oxford: Butterworth-Heinemann, 2002.
Cerca il testo completoBinomial Models in Finance (Springer Finance). Springer, 2005.
Cerca il testo completoBinomial Models in Finance. Springer London, Limited, 2006.
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