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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.
Option theory with stochastic analysis: an introduction to mathematical finance/ Fred Espen Benth. by
  • Benth, Fred Espen, 1969-
Series: Universitext
Language: English Original language: Norwegian
Publication details: Berlin; New York: Springer, c2004
Availability: Items available for loan: Castorina (1)Call number: 519 B476o 2004 IMPA.

3.
Marchés financiers en temps continu: valorisation et équilibre/ Rose-Anna Dana, Monique Jeanblanc-Picqué. by
  • Dana, Rose-Anne
  • Jeanblanc-Picqué, Monique, 1947-
Series: Collection Recherche en gestion
Publication details: Paris: Economica, c1994
Availability: Items available for loan: Castorina (1)Call number: 332.6 D169m 1994 IMPA.

4.
Mathematics of financial markets/ Robert J. Elliott and P. Ekkehard Kopp. by
  • Elliott, Robert James, 1940-
  • Kopp, P. E, 1944-
Series: Springer finance
Publication details: New York: Springer, c1999
Availability: Items available for loan: Castorina (2)Call number: 332.6 E46m 1999 IMPA, ...

5.
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.

6.
Option pricing and portfolio optimization: modern methods of financial mathematics/ Ralf Korn, Elke Korn. by
  • Korn, Ralf
  • Korn, Elke, 1962-
Series: Graduate studies in mathematics ; v. 31
Language: English Original language: German
Publication details: Providence, R.I.: American Mathematical Society, c2001
Availability: Items available for loan: Castorina (2)Call number: 332.632 K84o 2001 IMPA, ...

7.
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).

8.
Continuous-time finance/ Robert C. Merton ; foreword by Paul A. Samuelson. by
  • Merton, Robert C
Publication details: Cambridge, Mass.: Blackwell, 1990
Availability: Items available for loan: Castorina (1).

9.
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.

10.
Volatility and correlation: the perfect hedger and the fox/ Riccardo Rebonato. by
  • Rebonato, Riccardo
  • Rebonato, Riccardo. Volatility and correlation in the pricing of equity
Edition: 2nd ed.
Publication details: Chichester: J. Wiley, c2004
Availability: Items available for loan: Castorina (1)Call number: 332.645 R292v 2004 IMPA.

11.
An elementary introduction to mathematical finance: options and other topics/ Sheldon M. Ross. by
  • Ross, Sheldon M
Edition: 2nd ed.
Publication details: Cambridge, UK: New York: Cambridge University Press, 2003
Other title:
  • Introduction to mathematical finance
Availability: Items available for loan: Castorina (1)Call number: 332.6 R826e 2003 IMPA.

12.
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.

13.
Pricing financial instruments: the finite difference method/ Domingo Tavella, Curt Randall. by
  • Tavella, Domingo, 1948-
  • Randall, Curt, 1951-
Series: Wiley series in financial engineering
Publication details: New York: John Wiley, c2000
Availability: Items available for loan: Castorina (1)Call number: 332.64 T232p 2000 IMPA.

14.
Option pricing: mathematical models and computation/ Paul Wilmott, Jeff Dewynne, Sam Howison. by
  • Wilmott, Paul
  • Dewynne, Jeff
  • Howison, Sam
Edition: Reprinted with corrections, May 1998.
Publication details: Oxford: Oxford Financial Press, 1998, c1993
Availability: Items available for loan: Castorina (1)Call number: 332.0151 W744o 1993 IMPA.

15.
Paul Wilmott introduces quantitative finance/ by
  • Wilmott, Paul
Edition: 2nd ed.
Publication details: Chichester, West Sussex, England; Hoboken, NJ: J. Wiley, 2007
Other title:
  • Quantitative finance
Online access:
Availability: Items available for loan: Castorina (2)Call number: 332 W744p 2007 IMPA, ...

16.
A game theory analysis of options: corporate finance and financial intermediation in continuous time/ Alexandre Ziegler. by
  • Ziegler, Alexandre, 1975-
Series: Springer finance
Edition: 2nd ed.
Publication details: Berlin; New York: Springer, 2004
Availability: Items available for loan: Castorina (1)Call number: 658.152 Z66g 2004 IMPA.

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