Handbooks in Operations Research and Management Science...

Main
Handbooks in Operations Research and...

Handbooks in Operations Research and Management Science John R Birge Vadim Linetsky Financial Engineering Vol 15 Elsevier Science 2007

Desconocido

0 / 0

Πόσο σας άρεσε αυτό το βιβλίο;

Ποια είναι η ποιότητα του ληφθέντος αρχείου;

Κατεβάστε το βιβλίο για να αξιολογήσετε την ποιότητά του

Ποια είναι η ποιότητα των ληφθέντων αρχείων;

Αρχείο:

RTF , 6.47 MB

IPFS:

,

0

Διαβάστε online

Η μετατροπή σε βρίσκεται σε εξέλιξη

Η μετατροπή σε απέτυχε

Ίσως σας ενδιαφέρει

Andreas Kyprianou, Wim Schoutens, Paul Wilmott — Exotic Option Pricing and Advanced Lévy Models (Wilmott Collection)

E. Jouini, J. Cvitanić, Marek Musiela — Option Pricing, Interest Rates and Risk Management

T. W. Epps — Pricing Derivative Securities

T. W. Epps — Pricing Derivative Securities

T. W. Epps — Pricing Derivative Securities

T. W. Epps — Pricing Derivative Securities

T. W. Epps — Pricing Derivative Securities

T. W. Epps — Pricing Derivative Securities

Ali Hirsa, Salih N. Neftci — An Introduction to the Mathematics of Financial Derivatives, Third Edition

John R. Birge and Vadim Linetsky (Eds.) — Handbooks in Operations Research and Management Science: Financial Engineering

John R. Birge, Vadim Linetsky — Handbooks in Operations Research and Management Science: Financial Engineering

Andreas Kyprianou, Wim Schoutens, Paul Wilmott — Exotic Option Pricing and Advanced Lévy Models

Rama Cont — Encyclopedia of Quantitative Finance

Umberto Cherubini, Giovanni Della Lunga, Sabrina Mulinacci, Pietro Rossi — Fourier Transform Methods in Finance (The Wiley Finance Series)

Wim Schoutens — Lévy processes in finance: pricing financial derivatives

Mark S. Joshi — The Concepts and Practice of Mathematical Finance, Second Edition (Mathematics, Finance and Risk)

Jouini E., Cvitanic J., Musiela M. (eds.) — Option pricing, interest rates and risk management

AMS-IMS-SIAM JOINT SUMMER RESEARCH CONFE, George Yin, Qing Zhang (ed.) — Mathematics of Finance: 2003 Ams-Ims-Siam Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah

Yue Kuen Kwok, Wendong Zheng — Pricing Models of Volatility Products and Exotic Variance Derivatives

Florescu, Ionuţ; Mariani, Maria C — Quantitative finance

Maria C. Mariani; Ionut Florescu — Quantitative Finance

Nicholas H. Bingham ScD, Rüdiger Kiesel (auth.) — Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives

Peter Tankov — Financial Modelling with Jump Processes

Nicholas H. Bingham, Rüdiger Kiesel — Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, Second Edition

Bingham N.H., Kiesel R. — Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives

Kohn R.V. — Continuous Time Finance

Areski Cousin, Stéphane Crépey, Olivier Guéant, David Hobson, Monique Jeanblanc, Jean-Michel Lasry, Jean-Paul Laurent, Pierre-Louis Lions, Peter Tankov (auth.) — Paris-Princeton Lectures on Mathematical Finance 2010

Avellaneda, Marco — Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar

Joingmin Yong — Recent Developments in Mathematical Finance - Proceedings of the International Conference on Mathematical Finance

Thomas W. Epps — Pricing Derivative Securities

Anatoliy Swishchuk — Modeling and Pricing Of Swaps For Financial and Energy Markets with Stochastic Volatilities

Pietro Greco — Trotula

New York University Mathematical Finance Seminar (1995-1998) — Quantitative Analysis in Financial Markets Volume II : Collected Papers of the New York University Mathematical Finance Seminar

Van Der Post, Hayden — Stochastic Calculus: Mastering the Mathmatics of Market Mystique: A comprehensive guide to Stochastic calculus in Quantitative Finance

Schwartz, Alice & Strauss, Johann & Van Der Post, Hayden — Financial Stochastic Calculus: A Comprehensive Guide for Finance Professionals In 2024

Φράσεις κλειδιά