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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.
Mathematical portifolio theory and analysis. by
  • Chakrabarty, Siddhartha Pratim
  • Kanaujiya, Ankur
Series: Compact textbooks in mathematics
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Singapor : Springer verlag, 2023
Availability: Items available for loan: Castorina (1)Call number: 519.538 C435m 2023 IMPA.
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4.
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).

5.
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.

6.
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.

7.
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.

8.
Active portfolio management: a quantitative approach for providing superior returns and controlling risk/ Richard C. Grinold, Ronald N. Kahn. by
  • Grinold, Richard C
  • Kahn, Ronald N
Series: [Irwin library of investment & finance]
Edition: 2nd ed.
Publication details: New York: McGraw-Hill, c2000
Availability: Items available for loan: Castorina (1)Call number: 332.6 G868a 2000 IMPA.

9.
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.

10.
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, ...

11.
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.

12.
Fixed-income securities: valuation, risk management, and portfolio strategies/ Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet. by
  • Martellini, Lionel
  • Priaulet, Philippe
  • Priaulet, Stéphane
Series: Wiley finance series
Publication details: Chichester; Hoboken, NJ: Wiley, c2003
Availability: Items available for loan: Castorina (1)Call number: 332.6 M376f 2003 IMPA.

13.
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).

14.
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, ...

15.
Efficient asset management: a practical guide to stock portfolio optimization and asset allocation/ Richard O. Michaud. by
  • Michaud, Richard O, 1941-
Series: Financial Management Association survey and synthesis series
Publication details: Boston: Harvard Business School Press, c1998
Availability: Items available for loan: Castorina (1)Call number: 332.6 M622e 1996 IMPA.

16.
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.

17.
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).

18.
Asymptotic theory of transaction costs/ Walter Schachermayer. by
  • Schachermayer, Walter [author.]
Series: Zürich lectures in advanced mathematics
Publisher: Zurich, Switzerland: European Mathematical Society, [2017]
Availability: Items available for loan: Castorina (1)Call number: 519.3 S291a 2017 IMPA.

19.
Quantitative analysis for investment management/ Robert A. Taggart, Jr. by
  • Taggart, Robert A. (Robert Alexander), 1946-
Publication details: Upper Saddle River, NJ: Prentice-Hall, c1996
Availability: Items available for loan: Castorina (1)Call number: 332.6 T125q 1996 IMPA.

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