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Quantitative modeling of derivative securities : Avellaneda, Marco,
Material type:
TextPublication details: Boca Raton, Fla. : Chapman & Hall/CRC, 2000Description: xii, 322 p. : ill. ; 26 cmISBN: - 1584880317 (alk. paper)
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MATH-LiB General Stack | MATH-LiB | NFIC | 332.63228 P (Browse shelf(Opens below)) | Available | 169841 |
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| 332.63222 P04 Irrational Exuberance Reconsidered / | 332.63222 P041 Asset pricing : | 332.63222 P05 Semiparametric modeling of implied volatility / | 332.63228 P Quantitative modeling of derivative securities : | 332.6322830151 P04 Quantum finance : | 332.6323 P002 Efficient methods for valuing interest rate derivatives | 332.6323068 P02 Interest rate management |
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