Books

5 results found
Title Authors Description OpenBook ID
Financial derivatives Financial derivatives Robert W Kolb "Financial Derivatives, Third Edition will introduce you to the wide range of markets for financial derivatives. This guide offers an overview of the different types of derivatives - futures, options… OL12036891W
American-style derivatives American-style derivatives Jérôme Detemple While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in … OL13662513W
The case for the corporate death penalty The case for the corporate death penalty Mary Kreiner Ramirez xiv, 257 pages : 24 cm OL20045790W
Finite Difference Methods in Financial Engineering Finite Difference Methods in Financial Engineering Daniel J. Duffy The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes e… OL5706186W
Quantitative Methods in Derivatives Pricing Quantitative Methods in Derivatives Pricing Domingo Tavella "Quantitative Methods in Derivatives Pricing, researched and written by Domingo Tavella, one of the pioneers in the emergence of computational finance as a discipline in its own right, develops the m… OL8226481W