Libri sul tema "Options (Finance) – Valuation – Mathematical models"
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Gibson, 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 completoOption valuation: An introduction to financial mathematics. Boca Raton: Taylor & Francis, 2012.
Cerca il testo completoOption valuation in the presence of market imperfections. Frankfurt am Main: P. Lang, 1993.
Cerca il testo completoAn introduction to financial option valuation: Mathematics, stochastics, and computation. New York: Cambridge University Press, 2004.
Cerca il testo completo1957-, Srivastava Sanjay, a cura di. Option valuation and Option tutor. Cincinnati, Ohio: South-Western College, 1995.
Cerca il testo completoJohn, O'Brien. Investments: A visual approach. Cincinnati, Ohio: South-Western Pub, 1995.
Cerca il testo completoReal options valuation: The importance of interest rate modelling in theory and practice. 2a ed. Heidelberg: Springer, 2010.
Cerca il testo completoBeliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment. Research Triangle Park, NC: IES Press, 1998.
Cerca il testo completoTerm-structure models: A graduate course. Dordrecht: Springer, 2009.
Cerca il testo completoO'Brien, Thomas J. A simple binomial no-arbitrage model of the term structure: With applications to the valuation of interest-sensitive options and interest-rate swaps. New York: Salomon Brothers Center for the Study of Financial Institutions, 1991.
Cerca il testo completoO'Brien, Thomas J. A simple binomial no-arbitrage model of the term structure: With applications to the valuation of interest-sensitive options and interest-rate swaps. New York, N.Y: New York University Salomon Center, Leonard N. Stern School of Business, 1991.
Cerca il testo completoO'Brien, Thomas J. A simple binomial no-arbitrage model of the term structure: With applications to the valuation of interest-sensitive options and interest-rate swaps. New York, N.Y: New York University Salomon Center, Leonard N. Sterm School of Business, 1991.
Cerca il testo completoO'Brien, Thomas J. A simple binomial no-arbitrage model of the term structure: With applications to the valuation of interest-sensitive options and interest-rate swaps. New York, N.Y: New York University Salomon Center, Leonard N. Stern School of Business, 1991.
Cerca il testo completoO'Brien, Thomas J. A simple binomial no-arbitrage model of the term structure: With applications to the valuation of interest-sensitive options and interest-rate swaps. New York, N.Y: New York University Salomon Center, Leonard N. Sterm School of Business, 1991.
Cerca il testo completoDuffie, Darrell. Transform analysis and asset pricing for affine jump-diffusions. Cambridge, MA: National Bureau of Economic Research, 1999.
Cerca il testo completoDay, Alastair L. Mastering cash flow and valuation modelling. New York: Pearson Financial Times/Prentice Hall, 2012.
Cerca il testo completoEades, Simon. Options, hedging & arbitrage. London: McGraw-Hill, 1992.
Cerca il testo completoRitchken, Peter. Options: Theory, strategy, and applications. Glenview, Ill: Scott, Foresman, 1987.
Cerca il testo completoWilmott, Paul. Option pricing: Mathematical models and computation. Oxford, UK: Oxford Financial Press, 1997.
Cerca il testo completoShaffer, Sherrill L. Immunizing options against changes in volatility. [Philadelphia]: Federal Reserve Bank of Philadelphia, 1989.
Cerca il testo completoE, Shreve Steven, a cura di. Methods of mathematical finance. New York: Springer, 1998.
Cerca il testo completo1960-, Laroche Pierre, a cura di. Options et contrats à terme. 2a ed. [Québec, Québec]: Presses de l'Université Laval, 1995.
Cerca il testo completoBates, David S. Testing option pricing models. Cambridge, MA: National Bureau of Economic Research, 1995.
Cerca il testo completoChris, Strickland, a cura di. Implementing derivatives models. Chichester: Wiley, 1998.
Cerca il testo completoLo, Andrew W. Implementing option pricing models when asset returns are predictable. Cambridge, MA: National Bureau of Economic Research, 1994.
Cerca il testo completoWilmott, Paul. Frequently asked questions in quantitative finance. 2a ed. New York: Wiley, 2009.
Cerca il testo completoWilmott, Paul. Frequently asked questions in quantitative finance. 2a ed. New York: Wiley, 2009.
Cerca il testo completoWilmott, Paul. Frequently asked questions in quantitative finance. 2a ed. New York: Wiley, 2009.
Cerca il testo completoFrequently Asked Questions in Quantitative Finance. New York: John Wiley & Sons, Ltd., 2007.
Cerca il testo completoKolb, Robert W. Options. 3a ed. Malden, Mass: Blackwell Publishers, 1997.
Cerca il testo completoWilmott, Paul. Paul Wilmott Introduces Quantitative Finance. New York: John Wiley & Sons, Ltd., 2007.
Cerca il testo completoPaul Wilmott introduces quantitative finance. 2a ed. Chichester, West Sussex, England: John Wiley & Sons Ltd., 2007.
Cerca il testo completoHughston, L. P., e Matheus R. Grasselli. Finance at Fields. Singapore: World Scientific, 2013.
Cerca il testo completoBoyle, Phelim P. Options and the management of financial risk. Schaumburg, IL: Society of Actuaries, 1992.
Cerca il testo completoConcepts and practice of mathematical finance. 2a ed. New York: Cambridge University Press, 2008.
Cerca il testo completoFrequently 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.
Cerca il testo completoWilmott, 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. 2a ed. Chichester, U.K: Wiley, 2009.
Cerca il testo completoWise, Mark B. Fixed income finance: A quantitative approach. New York: McGraw-Hill, 2010.
Cerca il testo completoKjaer, Mats. Pricing of some path-dependent options on equities and commodities. Göteborg: Göteborg University, 2006.
Cerca il testo completoHecker, Renate. Informationsgehalt von Optionspreisen: Eine empirische Untersuchung der Preisbildung am Markt für Kaufoptionen im Vorfeld abnormaler Kursbewegungen am Aktienmarkt. Heidelberg: Physica, 1993.
Cerca il testo completoOpsyŏn kŏrae: Iron kwa silche. Sŏul: Chŭngkwŏn Sŏjŏk Chʻulpʻanbu, 1991.
Cerca il testo completoAnalysis, geometry, and modeling in finance: Advanced methods in options pricing. Boca Raton, FL: CRC Press, 2009.
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 completoMelino, Angelo. The pricing of foreign currency options. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1987.
Cerca il testo completoMandler, Martin. Market expectations and option prices: Techniques and applications. New York: Physica-Verlag, 2003.
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 completoOption trading: Pricing and volatility strategies and techniques. Hoboken, N.J: Wiley, 2010.
Cerca il testo completoMandler, Martin. Market expectations and option prices: Techniques and applications. Heidelberg: Physica Verlag, 2003.
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