Your search returned 18 results.

Sort
Results
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.
Financial calculus: An introduction to derivative pricing/ Martin Baxter, Andrew Rennie. by
  • Baxter, Martin, 1968-
  • Rennie, Andrew, 1968-
Publication details: Cambridge, UK: New York: Cambridge University Press, 1997, c1996
Availability: Items available for loan: Castorina (1)Call number: 332.632 B355f 1996 IMPA.

3.
Arbitrage theory in continuous time/ Tomas Bjork. by
  • Bjork, Tomas
Series: Oxford finance
Edition: 3rd ed.
Publication details: Oxford; New York: Oxford University Press, 2009
Availability: Items available for loan: Castorina (1)Call number: 332.645 B626a 2009 IMPA.

4.
The mathematics of arbitrage/ Freddy Delbaen, Walter Schachermeyer. by
  • Delbaen, Freddy
  • Schachermayer, Walter
Series: Springer finance
Publication details: Berlin; New York: Springer, c2006
Availability: Items available for loan: Castorina (1)Call number: 332.645 D344m 2006 IMPA.

5.
A course in Financial calculus/ Alison Etheridge. by
  • Etheridge, Alison, 1964
  • Baxter, Martin, 1968-
Publication details: Cambridge, UK: New York: Cambridge University Press, 2002
Availability: Items available for loan: Castorina (1)Call number: 332.01 E84c 2002 IMPA.

6.
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).

7.
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, ...

8.
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).

9.
The concepts and practice of mathematical finance/ M.S. Joshi. by
  • Joshi, M. S. (Mark Suresh), 1969-
Series: Mathematics, finance, and risk
Edition: 2nd ed.
Publication details: Cambridge; New York: Cambridge University Press, 2008
Availability: Items available for loan: Castorina (1)Call number: 332.0151 J83c 2008 IMPA.

10.
Mathematical models of financial derivatives/ Yue-Kuen Kwok. by
  • Kwok, Y. K. (Yue-Kuen), 1957-
Series: Springer finance
Edition: 2nd ed., Rev. and enlarged.
Publication details: Berlin: Springer, c2008
Availability: Items available for loan: Castorina (1)Call number: 332.645 K98m 2008 IMPA.

11.
Investment science/ David G. Luenberger. by
  • Luenberger, David G, 1937-
Publication details: New York: Oxford University Press, 1998
Availability: Items available for loan: Castorina (2)Call number: 332.6 L948i 1998 IMPA, ...

12.
Financial markets: stochastic analysis and the pricing of derivative securities/ A. V. Melnikov ; translated from the Russian by H. H. McFaden. by
  • Melnikov, A. V, 1953-
Series: Translations of mathematical monographs ; v. 184
Language: English Original language: Russian
Publication details: Providence, R.I.: American Mathematical Society, c1999
Availability: Items available for loan: Castorina (1).

13.
Martingale methods in financial modelling/ Marek Musiela, Marek Rutkowski. by
  • Musiela, Marek, 1950-
  • Rutkowski, Marek, 1952-
Series: Applications of mathematics ; 36
Publication details: Berlin; New York: Springer, c1997
Availability: Items available for loan: Castorina (1)Call number: 519 M987m 1997 IMPA.

14.
An introduction to the mathematics of financial derivatives/ Salih N. Neftci. by
  • Neftci, Salih N
Edition: 2nd ed.
Publication details: San Diego: Academic Press, c2000
Availability: Items available for loan: Castorina (1)Call number: 332.63 N383i 2000 IMPA.

15.
Pricing and hedging of derivative securities/ Lars Tyge Nielsen. by
  • Nielsen, L. T. (Lars Tyge)
Publication details: Oxford: New York: Oxford University Press, 1999
Availability: Items available for loan: Castorina (1)Call number: 332.63 N669p 1999 IMPA.

16.
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.

17.
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.

18.
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.

Pages
© 2023 IMPA Library | Customized & Maintained by Sérgio Pilotto


Powered by Koha