Gatheral, J. -- Case Studies in Financial Modelling (G63.2754GATH)

AUTHOR:Revuz, D.
TITLE:Continuous martingales and Brownian motion / Daniel Revuz, Marc Yor.
EDITION:3rd ed.
PUBLISHER:Berlin ; New York : Springer-Verlag, c1999.
SERIES:Grundlehren der mathematischen Wissenschaften ; 293
 
 
AUTHOR:Taleb, Nassim.
TITLE:Dynamic hedging : managing vanilla and exotic options / Nassim Taleb.
PUBLISHER:New York : John Wiley & Sons, 1997.
SERIES:Wiley series in financial engineering
 
 
AUTHOR:Lewis, Alan L.
TITLE:Option valuation under stochastic volatility : with Mathematica code / Alan L. Lewis.
PUBLISHER:Newport Beach, Calif. : Finance Press, c2000.
 
 
AUTHOR:Wilmott, Paul.
TITLE:Paul Wilmott on quantitative finance.
PUBLISHER:Chichester, West Sussex, England ; New York : John Wiley, c2000.