Finance at Fields [electronic resource] / editors, Matheus R. Grasselli, Lane P. Hughston.

Incomplete information and heterogeneous beliefs in continuous-time finance
by: Ziegler, Alexandre, 1975-
Published: (2003)

The complete guide to option pricing formulas
by: Haug, Espen Gaarder
Published: (2007)

An introduction to financial option valuation mathematics, stochastics, and computation
by: Higham, D. J. (Desmond J.)
Published: (2004)

An introduction to financial option valuation : mathematics, stochastics, and computation
by: Higham, Desmond J., 1964-
Published: (2004)

Pricing the future finance, physics, and the 300-year journey to the Black-Scholes equation : a story of genius and discovery
by: Szpiro, George, 1950-
Published: (2011)

The Black-Scholes model
by: Capiński, Marek, 1951-
Published: (2013)

Advanced option pricing models an empirical approach to valuing options
by: Katz, Jeffrey Owen
Published: (2005)

Option trading pricing and volatility strategies and techniques
by: Sinclair, Euan, 1969-
Published: (2010)

Advanced option pricing models : an empirical approach to valuing options
by: Katz, Jeffrey Owen
Published: (2005)

Computational methods for option pricing
by: Achdou, Yves
Published: (2005)

Introduction to option pricing theory
by: Kallianpur, G.
Published: (2000)

Computational methods for option pricing
by: Achdou, Yves
Published: (2005)

Option pricing
by: Jarrow, Robert A.
Published: (1983)

Introduction to option pricing theory
by: Kallianpur, G.
Published: (2000)

Black-Scholes and beyond : option pricing models
by: Chriss, Neil, 1967-
Published: (1997)

Binomial models in finance
by: Van der Hoek, John
Published: (2006)

Analysis, geometry, and modeling in finance advanced methods in option pricing
by: Henry-Labordère, Pierre
Published: (2009)

Fourier transform methods in finance
Published: (2010)

Frequently asked questions in quantitative finance : including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and more
by: Wilmott, Paul
Published: (2007)

Stable paretian models in finance
by: Rachev, Svetlozar T. (Svetlozar Todorov)
Published: (2000)

Frequently asked questions in quantitative finance including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more
by: Wilmott, Paul
Published: (2009)

The volatility surface : a practitioner's guide
by: Gatheral, Jim, 1957-
Published: (2006)

The Heston model and its extensions in Matlab and C#
by: Rouah, Fabrice, 1964-
Published: (2013)

Stochastic calculus for finance
by: Capiński, Marek, 1951-
Published: (2012)

A first course in options pricing theory
by: Calogero, Simone
Published: (2023)

Volatility practical options theory
by: Iqbal, Adam S., 1983-
Published: (2018)

Volatility : practical options theory
by: Iqbal, Adam S., 1983-
Published: (2018)

American put options
by: Salopek, D. M. (Donna M.)
Published: (1997)

The numerical solution of the American option pricing problem finite difference and transform approaches
by: Chiarella, Carl
Published: (2015)

Option pricing and portfolio optimization modern methods of financial mathematics
by: Korn, Ralf
Published: (2001)

Option pricing and portfolio optimization : modern methods of financial mathematics
by: Korn, Ralf
Published: (2001)

Robust static super-replication of barrier options
by: Maruhn, Jan H.
Published: (2009)

Analytical and numerical methods for pricing financial derivatives
by: Sevcovic, Daniel
Published: (2011)

Financial markets : stochastic analysis and the pricing of derivative securities
by: Melʹnikov, A. V., 1953-
Published: (1999)

Nonlinear option pricing
by: Guyon, Julien, et al.
Published: (2014)

An introduction to financial mathematics option valuation
by: Junghenn, Hugo D. (Hugo Dietrich), 1939-
Published: (2018)