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1.
Quantitative modeling of derivative securities: from theory to practice/ Marco Avellaneda in collaboration with Peter Laurence. by
  • Avellaneda, Marco, 1955-
  • Laurence, Peter
Publication details: Boca Raton: Chapman & Hall/CRC, c2000
Availability: Items available for loan: Castorina (1)Call number: 332.632 A949q 2000 IMPA.

2.
Derivatives in financial markets with stochastic volatility/ Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar. by
  • Fouque, Jean-Pierre
  • Papanicolaou, George
  • Sircar, K. Ronnie (Kaushik Ronnie), 1970-
Publication details: Cambridge, UK: New York: Cambridge University Press, 2000
Availability: Items available for loan: Castorina (1).

3.
Monte Carlo methods in financial engineering/ Paul Glasserman. by
  • Glasserman, Paul, 1962-
Series: Applications of mathematics ; 53.
Publication details: New York: Springer, c2004
Online access:
Availability: Items available for loan: Castorina (1)Call number: 332 G549m 2004 IMPA.

4.
Options, futures and other derivatives/ John C. Hull. by
  • Hull, John, 1946-
Edition: 7th ed.
Publication details: New Delhi: Pearson/Prentice Hall, 2009
Online access:
Availability: Items available for loan: Castorina (2)Call number: 332.645 H913o 2009 IMPA, ...

5.
Derivative securities/ Robert Jarrow, Stuart Turnbull. by
  • Jarrow, Robert A
  • Turnbull, Stuart M. (Stuart McLean), 1947-
Edition: 2nd ed.
Publication details: Cincinnati, Ohio: South-Western College Pub., 2000
Availability: Items available for loan: Castorina (1).

6.
Derivatives: the wild beast of finance : a path to effective globalisation?/ Alfred Steinherr. by
  • Steinherr, Alfred
Edition: Rev. ed.
Publication details: Chichester, West Sussex, England; New York: John Wiley, 2000
Availability: Items available for loan: Castorina (1)Call number: 332.64 S822d 2000 IMPA.

7.
Dynamic hedging: managing vanilla and exotic options/ Nassim Taleb. by
  • Taleb, Nassim
Series: Wiley series in financial engineering
Publication details: New York: Wiley, c1997
Availability: Items available for loan: Castorina (1)Call number: 332.64 T143d 1997 IMPA.

8.
Credit derivatives & synthetic structures: a guide to instruments and applications/ Janet M. Tavakoli. by
  • Tavakoli, Janet M
  • Tavakoli, Janet M
Series: Wiley finance series
Edition: 2nd ed.
Publication details: New York: Wiley, c2001
Other title:
  • Credit derivatives and synthetic structures
Online access:
Availability: Items available for loan: Castorina (1)Call number: 332.63 T231c 2001 IMPA.

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