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Subjects (1-6 of 6)
Options Finance Prices Mathematical Models
1
The Black-Scholes model
Capinski, Marek, 1951-
New York : Cambridge University Press, 2012. 2012
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Axe ProQuest E-Book
Electronic Book
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2
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives
Gregory, Jon, author.
West Sussex, England : John Wiley & Sons, Inc., 2014. 2014
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Axe ProQuest E-Book
Electronic Book
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3
Nonlinear models in mathematical finance new research trends in option pricing
New York : Nova Science Publishers, c2008. 2008
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Axe ProQuest E-Book
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4
Pricing the future finance, physics, and the 300-year journey to the Black-Scholes equation : a stor
Szpiro, George, 1950-
New York : Basic Books, c2011. 2011
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5
Pricing the future : finance, physics, and the 300-year journey to the Black-Scholes equation : a st
Szpiro, George, 1950-
New York : Basic Books, 2011. 2011
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Axe 3rd Floor Stacks
332.6453 Sz44p 2011
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6
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives
Rebonato, Riccardo.
Hoboken, NJ : John Wiley & Sons, 2009. 2009
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