Rongo Univesity Library catalog › Results of search for 'su:Options Finance and su:Mathematical models.'

Your search returned 29 results.

	1.	No cover image available Mathematics of financial markets by Elliott, Robert James. Publication: New York : Springer, 1999 . ix, 292 p. Date: 1999 Availability: No items available: Add to cart (remove)
	2.	No cover image available Mathematics of financial markets by Elliott, Robert James. Publication: New York : Springer, 1999 . ix, 292 p. Date: 1999 Availability: No items available: Add to cart (remove)
	3.	Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / by Gregory, Jon, Publication: . 1 online resource (329 pages) : Availability: No items available: Add to cart (remove)
	4.	Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives / by Gregory, Jon, Publication: . 1 online resource (329 pages) : Availability: No items available: Add to cart (remove)
	5.	No cover image available Robust static super-replication of barrier options by Maruhn, Jan H. Publication: Berlin ; \| New York : Walter de Gruyter, 2009 . xii, 197 p. : , "RICAM, Johann Radon Institute for Computational and Applied Mathematics". Date: 2009 Availability: No items available: Add to cart (remove)
	6.	No cover image available Nonlinear models in mathematical finance new research trends in option pricing / Publication: New York : Nova Science Publishers, 2008 . xiii, 358 p. : Date: 2008 Availability: No items available: Add to cart (remove)
	7.	No cover image available Option trading pricing and volatility strategies and techniques / by Sinclair, Euan, Publication: Hoboken, N.J. : Wiley, 2010 . xix, 298 p. : , Includes index. Date: 2010 Availability: No items available: Add to cart (remove)
	8.	American-type options : stochastic approximation methods. Volume 1 / by Silvestrov, Dmitrii S. Publication: . 1 online resource (520 pages). Availability: No items available: Add to cart (remove)
	9.	No cover image available Financial modelling in practice a concise guide for intermediate and advanced level / by Rees, Michael, Publication: Hoboken, NJ : Wiley, 2008 . xvii, 270 p. : Date: 2008 Availability: No items available: Add to cart (remove)
	10.	No cover image available Optional law the structure of legal entitlements / by Ayres, Ian. Publication: Chicago : University of Chicago Press, 2005 . x, 284 p. Date: 2005 Availability: No items available: Add to cart (remove)
	11.	The nature of informed option trading : evidence from the takeover market / by Klapper, Marco, Publication: . 1 online resource (71 pages) : Availability: No items available: Add to cart (remove)
	12.	No cover image available 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: Add to cart (remove)
	13.	No cover image available Advanced financial modelling Publication: Berlin ; \| New York : Walter de Gruyter, 2009 . vi, 453 p. : Date: 2009 Availability: No items available: Add to cart (remove)
	14.	No cover image available Fourier transform methods in finance Publication: Chichester ; \| [Hoboken, NJ] : John Wiley & Sons, 2010 . xii, 242 p. : Date: 2010 Availability: No items available: Add to cart (remove)
	15.	No cover image available Frequently asked questions in quantitative finance including key models, important formulae, 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. Publication: New York : Wiley, 2009 . xiv, 608 p. : Date: 2009 Availability: No items available: Add to cart (remove)
	16.	No cover image available The Heston model and its extensions in Matlab and C# by Rouah, Fabrice, Publication: Hoboken, N.J. : John Wiley & Sons, Inc., 2013 . xiii, 411 p. : Date: 2013 Availability: No items available: Add to cart (remove)
	17.	No cover image available Forecasting volatility in the financial markets Publication: Amsterdam ; \| Boston : Butterworth-Heinemann, 2007 . viii, 415 p. : Date: 2007 Availability: No items available: Add to cart (remove)
	18.	No cover image available Robust static super-replication of barrier options by Maruhn, Jan H. Publication: Berlin ; \| New York : Walter de Gruyter, 2009 . xii, 197 p. : , "RICAM, Johann Radon Institute for Computational and Applied Mathematics". Date: 2009 Availability: No items available: Add to cart (remove)
	19.	No cover image available Nonlinear models in mathematical finance new research trends in option pricing / Publication: New York : Nova Science Publishers, 2008 . xiii, 358 p. : Date: 2008 Availability: No items available: Add to cart (remove)
	20.	No cover image available Option trading pricing and volatility strategies and techniques / by Sinclair, Euan, Publication: Hoboken, N.J. : Wiley, 2010 . xix, 298 p. : , Includes index. Date: 2010 Availability: No items available: Add to cart (remove)

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Your search returned 29 results.