Welcome to the Kids' Library!

The Black-Scholes model

Capinski, Marek, 1951-
New York : Cambridge University Press, 2012. 2012

La decision d'investissement par modeles optionnels

Heller, David, author.
London, England : ISTE Editions, [2019] 2019

Empirical market microstructure the institutions, economics and econometrics of securities trading

Hasbrouck, Joel.
Oxford ; New York : Oxford University Press, 2007. 2007

An introduction to equity derivatives theory and practice

Bossu, Sebastien.
Chichester, West Sussex, U.K. : Wiley, 2012. 2012

Financial engineering and computation principles, mathematics, algorithms

Lyuu, Yuh-Dauh.
Cambridge, UK ; New York, NY : Cambridge University Press, 2002. 2002

Financial instrument pricing using C++

Duffy, Daniel J., author.
Hoboken : Wiley, 2018. 2018

Financial instrument pricing using C++

Duffy, Daniel J.
Hoboken, NJ : John Wiley, c2004. 2004

Financial modeling with Crystal Ball and Excel

Charnes, John Martin.
Hoboken, N.J. : John Wiley & Sons, c2012. 2012

Forecasting in financial and sports gambling markets adaptive drift modeling

Mallios, William S. (William Steve), 1935-
Hoboken, N.J. : Wiley, c2011. 2011

Frequently asked questions in quantitative finance including key models, important formulae, popular

Wilmott, Paul.
New York : Wiley, 2009. 2009

Handbook of high-frequency trading and modeling in finance

Hoboken, New Jersey : John Wiley & Sons, Incorporated, [2016] 2016

Hypermodels in mathematical finance modelling via infinitesimal analysis

Ng, Siu-Ah.
River Edge, N.J. : World Scientific, c2003. 2003

Investment incentives and market power : an experimental analysis

Williamson, Dean V., author.
Washington, DC : Economic Analysis Group, Antitrust Division, U.S. Department of Justice, 2006. 2006

The Kelly capital growth investment criterion theory and practice

Singapore ; Hackensack, N.J. : World Scientific, c2011. 2011

GARCH models structure, statistical inference, and financial applications

Francq, Christian.
Hoboken, NJ : Wiley, 2010. 2010

New paradigms in financial economics how would Keynes reconstruct economics?

Falahati, Kazem.
New York : Routledge, 2013. 2013

Nonlinear models in mathematical finance new research trends in option pricing

New York : Nova Science Publishers, c2008. 2008

Quantitative finance : an object-oriented approach in C++

Schlogl, Erik, author.
Boca Raton, Florida ; London, [England] ; New York, [New York] : CRC Press, 2014. 2014

Quantitative trading : algorithms, analytics, data, models, optimization

Guo, Xin, 1969- author.
Boca Raton ; London ; New York : CRC Press, Taylor & Francis Group, [2017] 2017

Risk finance and asset pricing value, measurements, and markets

Tapiero, Charles S.
New York : Wiley, 2010. 2010

Robust equity portfolio management + website : formulations, implementations, and properties using M

Kim, Woo-chang, author.
Hoboken, New Jersey : Wiley, 2016. 2016

Solving an empirical puzzle in the capital asset pricing model

Leusner, John.
[Washington, D.C.] : Office of the Comptroller of the Currency, [1997] 1997

Spillovers to emerging equity markets an econometric assessment

Psalida, L. Effie.
[Washington D.C.] : International Monetary Fund, 2009. 2009

Stochastic financial models

Kennedy, Douglas, author.
Boca Raton : CRC Press, [2010] 2010

The validation of risk models : a handbook for practitioners

Scandizzo, Sergio, author.
Houndmills, Basingstoke, Hampshire, England ; New York, New York : Palgrave Macmillan, 2016. 2016

Asymmetric information, corporate finance, and investment

Chicago : University of Chicago Press, 1990. 1990