Title: The Complete Guide to Option Pricing Formulas / Edition 2, Author: Espen Gaarder Haug
Title: Foundations and Applications of the Time Value of Money / Edition 1, Author: Pamela Peterson Drake
Title: Nonlinear Option Pricing / Edition 1, Author: Julien Guyon
Title: Introduction to Stochastic Calculus Applied to Finance / Edition 2, Author: Damien Lamberton
Title: Financial Markets in Continuous Time / Edition 1, Author: Rose-Anne Dana
Title: Applied Quantitative Methods for Trading and Investment / Edition 1, Author: Christian L. Dunis
Title: Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives / Edition 2, Author: Nicholas H. Bingham
Title: The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage / Edition 1, Author: Ralph Vince
Title: Portfolio Management For New Products: Second Edition / Edition 2, Author: Robert G. Cooper
Title: Finance and the Economics of Uncertainty / Edition 1, Author: Gabrielle Demange
Title: Monetary Economics: An Integrated Approach to Credit, Money, Income, Production and Wealth / Edition 1, Author: W. Godley
Title: Economic Growth: A Unified Approach / Edition 2, Author: Olivier de La Grandville
Title: Game-Theoretic Foundations for Probability and Finance / Edition 1, Author: Glenn Shafer
Title: A Fast Track to Structured Finance Modeling, Monitoring, and Valuation: Jump Start VBA / Edition 1, Author: William Preinitz
Title: Economic Modeling and Inference, Author: Bent Jesper Christensen
Title: Measuring and Managing Credit Risk / Edition 1, Author: Olivier Renault
Title: Implementing Derivative Models / Edition 1, Author: Les Clewlow
Title: Reconstructing Macroeconomics: Structuralist Proposals and Critiques of the Mainstream / Edition 1, Author: Lance Taylor
Title: Cost Structure and the Measurement of Economic Performance: Productivity, Utilization, Cost Economics, and Related Performance Indicators / Edition 1, Author: Catherine J. Morrison Paul
Title: The Heston Model and Its Extensions in VBA / Edition 1, Author: Fabrice D. Rouah

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