Your search returned 24 results.

1.
Financial engineering and computation principles, mathematics, algorithms / by Lyuu, Yuh-Dauh. Publication: Cambridge, UK ; | New York, NY : Cambridge University Press, 2002 . xix, 627 p. : Date: 2002 Availability: No items available:

2.
Financial derivatives pricing selected works of Robert Jarrow / by Jarrow, Robert A. Publication: Hackensack, NJ : World Scientific, 2008 . xv, 590 p. : Date: 2008 Availability: No items available:

3.
Financial engineering and computation principles, mathematics, algorithms / by Lyuu, Yuh-Dauh. Publication: Cambridge, UK ; | New York, NY : Cambridge University Press, 2002 . xix, 627 p. : Date: 2002 Availability: No items available:

4.
Financial derivatives pricing selected works of Robert Jarrow / by Jarrow, Robert A. Publication: Hackensack, NJ : World Scientific, 2008 . xv, 590 p. : Date: 2008 Availability: No items available:

5.
Arbitrage theory in continuous time by Bj�ork, Tomas. Publication: Oxford : Oxford University Press, 2009 . xx, 525 p. : , Previous ed.: 2004. Date: 2009 Availability: No items available:

6.
Arbitrage theory in continuous time by Bj�ork, Tomas. Publication: Oxford : Oxford University Press, 2009 . xx, 525 p. : , Previous ed.: 2004. Date: 2009 Availability: No items available:

7.
An introduction to equity derivatives theory and practice / by Bossu, S�ebastien. Publication: Chichester, West Sussex, U.K. : Wiley, 2012 . xvi, 230 p. : Date: 2012 Availability: No items available:

8.
Mathematical techniques in finance tools for incomplete markets / by �Cern�y, Ale�s, Publication: Princeton [N.J.] : Princeton University Press, 2009 . xx, 390 p. : Date: 2009 Availability: No items available:

9.
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets / by Gregory, Jon, Publication: Hoboken, NJ : Wiley, 2012 . xxii, 457 p. , Rev. ed. of: Counterparty credit risk. c2010. | Includes index. Date: 2012 Availability: No items available:

10.
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives / by Rebonato, Riccardo. Publication: Hoboken, NJ : John Wiley & Sons, 2009 . xi, 284 p. : Date: 2009 Availability: No items available:

11.
Implementing models of financial derivatives object oriented applications with VBA / by Webber, Nick. Publication: Chichester, U.K. : Wiley, 2011 . xvii, 674 p. : Date: 2011 Availability: No items available:

12.
Counterparty credit risk the new challenge for global financial markets / by Gregory, Jon, Publication: Chichester, U.K. : Wiley, 2010 . xxiv, 424 p. : Date: 2010 Availability: No items available:

13.
An engine, not a camera how financial models shape markets / by MacKenzie, Donald A. Publication: Cambridge, Mass. : MIT Press, 2006 . x, 377 p. : Date: 2006 Availability: No items available:

14.
Hedging derivatives by Rheinl�ander, Thorsten. Publication: Singapore ; | Hackensack, N.J. : World Scientific, 2011 . x, 233 p. : Date: 2011 Availability: No items available:

15.
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market / by Tang, Yi. Publication: Hackensack, NJ : World Scientific Pub., 2007 . xxii, 498 p. : Date: 2007 Availability: No items available:

16.
An introduction to equity derivatives theory and practice / by Bossu, S�ebastien. Publication: Chichester, West Sussex, U.K. : Wiley, 2012 . xvi, 230 p. : Date: 2012 Availability: No items available:

17.
Mathematical techniques in finance tools for incomplete markets / by �Cern�y, Ale�s, Publication: Princeton [N.J.] : Princeton University Press, 2009 . xx, 390 p. : Date: 2009 Availability: No items available:

18.
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets / by Gregory, Jon, Publication: Hoboken, NJ : Wiley, 2012 . xxii, 457 p. , Rev. ed. of: Counterparty credit risk. c2010. | Includes index. Date: 2012 Availability: No items available:

19.
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives / by Rebonato, Riccardo. Publication: Hoboken, NJ : John Wiley & Sons, 2009 . xi, 284 p. : Date: 2009 Availability: No items available:

20.
Implementing models of financial derivatives object oriented applications with VBA / by Webber, Nick. Publication: Chichester, U.K. : Wiley, 2011 . xvii, 674 p. : Date: 2011 Availability: No items available:

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