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1.
Introduction to mathematical finance: American Mathematical Society short course, January 6-7, 1997, San Diego, California/ David C. Heath, Glen Swindle, editors. by
  • Heath, David C
  • Swindle, Glen
  • American Mathematical Society
Series: Proceedings of symposia in applied mathematics ; v. 57.
Publication details: Providence, R.I.: American Mathematical Society, c1999
Availability: Items available for loan: Castorina (1)Call number: 332,6 I61 1999 IMPA.

2.
Modern portfolio theory and investment analysis/ Edwin J. Elton [and others]. by
  • Elton, Edwin J
  • Gruber, Martin Jay, 1937-
  • Brown, Stephen J
  • Goetzmann, William N
Series: Wiley series in finance
Edition: 6th ed.
Publication details: New York: J. Wiley, 2003
Availability: Items available for loan: Castorina (1)Call number: 332.6 M689 2003 IMPA.

3.
Dynamic asset pricing theory/ Darrell Duffie. by
  • Duffie, Darrell
Publication details: Princeton, N.J.: Princeton University Press, c1992
Availability: Items available for loan: Castorina (1).

4.
Dynamic asset pricing theory/ Darrell Duffie. by
  • Duffie, Darrell
Edition: 3rd ed.
Publication details: Princeton, N.J.: Princeton University Press, c2001
Availability: Items available for loan: Castorina (1)Call number: 332.6 D857d 2001 IMPA.

5.
Modern portfolio theory and investment analysis/ Edwin J. Elton, Martin J. Gruber. by
  • Elton, Edwin J
  • Gruber, Martin Jay, 1937-
Edition: 5th ed.
Publication details: New York: Wiley, c1995
Availability: Items available for loan: Castorina (1)Call number: 332.6 E51m 1995 IMPA.

6.
Portfolio management: theory and application/ James L. Farrell, Jr. with the collaboration of Walter J. Reinhart. by
  • Farrell, James L
  • Reinhart, Walter J
  • Farrell, James L
Series: McGraw-Hill series in finance
Edition: 2nd ed.
Publication details: New York: McGraw-Hill, c1997
Availability: Items available for loan: Castorina (1)Call number: 332.6 F245p 1997 IMPA.

7.
Portfolio theory and arbitrage : a course in mathematical finance / Ioannis Karatzas, Constantinos Kardaras. by
  • Karatzas, Ioannis [author.]
  • Kardaras, Constantinos, 1977- [author.]
Series: Graduate studies in mathematics ; v.214.
Material type: Text Text; Format: print ; Literary form: Not fiction
Publisher: Providence, Rhode Island : American Mathematical Society, [2021]Copyright date: ©2021
Availability: Items available for loan: Castorina (1)Call number: 332.645 K18p 2021 IMPA.

8.
Modern investment management: an equilibrium approach/ Bob Litterman and the Quantitative Resources Group Goldman Sachs Asset Management. by
  • Litterman, Robert B
  • Goldman Sachs Asset Management. Quantitative Resources Group
Series: Wiley finance series
Publication details: Hoboken, NJ: John Wiley, c2003
Availability: Items available for loan: Castorina (1)Call number: 332.6 L777m 2003 IMPA.

9.
Risk and asset allocation/ Meucci Attilio. by
  • Meucci, Attilio
Series: Springer finance
Publication details: Berlin; New York: Springer, 2005
Availability: Items available for loan: Castorina (2)Call number: 332 M597r 2005 IMPA, ...

10.
Financial risk modelling and portfolio optimization with R/ Bernhard Pfaff. by
  • Pfaff, Bernhard
Series: Statistics in practice
Publication details: Hoboken, NJ: Wiley, 2013
Availability: Items available for loan: Castorina (1)Call number: 332.02 P523f 2013 IMPA.

11.
Investment analysis and portfolio management/ Frank K. Reilly, Keith C. Brown. by
  • Reilly, Frank K
  • Brown, Keith C
Series: The Dryden Press series in finance
Edition: 6th ed.
Publication details: Fort Worth: Dryden Press, c2000
Availability: Items available for loan: Castorina (1).

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