Kohn, R. -- Continuous Time Finance (G63.2792KOHN)

AUTHOR:Baxter, Martin, 1968-
TITLE:Financial calculus : an introduction to derivative pricing / Martin Baxter, Andrew Rennie.
PUBLISHER:Cambridge [England] ; New York, NY : Cambridge University Press, 1996.
 
 
AUTHOR:Baxter, Martin, 1968-
TITLE:Financial calculus : an introduction to derivative pricing / Martin Baxter, Andrew Rennie.
PUBLISHER:Cambridge [England] ; New York, NY : Cambridge University Press, 1996.
 
 
AUTHOR:Baxter, Martin, 1968-
TITLE:Financial calculus : an introduction to derivative pricing / Martin Baxter, Andrew Rennie.
PUBLISHER:Cambridge [England] ; New York, NY : Cambridge University Press, 1996.
 
 
AUTHOR:Brigo, Damiano, 1966-
TITLE:Interest rate models : theory and practice / Damiano Brigo, Fabio Mercurio.
PUBLISHER:Berlin ; New York : Springer, c2001.
SERIES:Springer finance
 
 
AUTHOR:Rebonato, Riccardo.
TITLE:Interest-rate option models : understanding, analysing and using models for exotic interest-rate options / Riccardo Rebonato.
EDITION:2nd ed.
PUBLISHER:Chichester ; New York : Wiley, c1998.
SERIES:Wiley series in financial engineering
 
 
AUTHOR:Lamberton, Damien.
UNIFORM TITLE:Introduction au calcul stochastique appliqué à la finance. English
TITLE:Introduction to stochastic calculus applied to finance / Damien Lamberton and Bernard Lapeyre ; translated by Nicolas Rabeau and Francois Mantion.
EDITION:1st ed.
PUBLISHER:London ; New York : Chapman & Hall, 1996.
 
 
AUTHOR:Neftci, Salih N.
TITLE:An introduction to the mathematics of financial derivatives / Salih N. Neftci.
EDITION:2nd ed.
PUBLISHER:San Diego : Academic Press, c2000.
 
 
AUTHOR:Korn, Ralf.
UNIFORM TITLE:Optionsbewertung und Portfolio-Optimierung. English
TITLE:Option pricing and portfolio optimization : modern methods of financial mathematics / Ralf Korn, Elke Korn.
PUBLISHER:Providence, R.I. : American Mathematical Society, c2001.
SERIES:Graduate studies in mathematics ; v. 31
 
 
AUTHOR:Avellaneda, Marco 1955-
TITLE:Quantitative modeling of derivative securities : from theory to practice / Marco Avellaneda in collaboration with Peter Laurence.
PUBLISHER:Boca Raton, Fla. : Chapman & Hall, 1999.