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Поиск книг, содержащих: Arbitrage
| Книга | Страницы для поиска | | Кормен Т., Лейзерсон Ч., Ривест Р. — Алгоритмы: построение и анализ | 505 | | Ross S.M. — Introduction to probability models | 532 | | Oksendal B. — Stochastic differential equations : an introduction with applications | 251 | | Christofides N. (ed.), Mingozzi A. (ed.), Toth P. (ed.) — Combinatorial Optimization | 409—419 | | Beaumont P.H. — Financial Engineering Principles : A Unified Theory for Financial Product Analysis and Valuation | See Fixed income; Market neutral | | Hull J. — Options, Futures, and Other Derivative Securities | 49, 51, 53, 55, 95—97, 219 | | Pindyck R.S., Rubinfeld D.L. — Microeconomics | 12 | | Options Institute — Options: Essential Concepts and Trading Strategies | 52—53, 246—247, 249—262 | | Sincere M. — Understanding Stocks | 180 | | Wilmott P., Bowison S., DeWynne J. — Option Pricing: Mathematical Models and Computation | 3, 42, 43 | | Yu J. — The Undergroundtrader.com Guide to Electronic Trading: Day Trading Techniques of a Master Guerrilla Trader | 6, 76 | | Cunningham L.A. — How To Think Like Benjamin Graham and Invest Like Warren Buffett | 27, 79—80 | | Fleming W.H., Soner H.M. — Controlled Markov Processes and Viscosity Solutions | 361 | | Resnick S.I. — A probability path | 419 | | Hunt P.J., Kennedy J. — Financial Derivatives in Theory and Practice | 3—17, 64, 163—164, see also complete economies | | Mishura Y.S. — Stochastic Calculus for Fractional Brownian Motion and Related Processes | 302 | | Oksendal B. — Stochastic Differential Equations: An Introduction With Applications | 265 | | Shreve S.E. — Stochastic Calculus for Finance 2 | 230 | | Ross Sh.M. — Topics in Finite and Discrete Mathematics | 107—111 | | Baxter M., Rennie A. — Financial calculus | 8, 39, 41 | | Galacher W.R. — The Options Edge: Winning the Volatility Game with Options on Futures | 52 | | Dupacova J., Hurt J., Stepan J. — Stochastic Modeling in Economics and Finance | 52—53 | | Luenberger D.G. — Investment science | 4, 446 | | Filipovic D. — Consistency problems for Heath-Jarrow-Morton interest rate models | 2 | | Grimmett G., Stirzaker D. — Probability and Random Processes | 55, 242, 548, 551 | | Shreve S.E. — Stochastic Calculus for Finance 1 | 2, 18 | | Steele M.J. — Stochastic Calculus and Financial Applications | 153 | | Rebonato R. — Interest-rate option models : understanding, analysing and using models for exotic interest-rate options | 6, 74, 136 (see also no-arbitrage) | | Walley P. — Statistical reasoning with imprecise probabilities | 72 | | Kao E. — Introduction to Stochastic Processes | 402 | | Wilmott P., Howison S., Dewynne J. — The Mathematics of Financial Derivatives : A Student Introduction | 33, 42, 43 | | Bernstein P.L. — Capital Ideas: The Improbable Origins Of Modern Wall Street | 171—173, 176, 182, 201, 217, 287—288, 294 | | Mantegna R.N., Stanley H.E. — An introduction to econophysics: correlations and complexity in finance | 8 | | Achdou Y., Pironneau O. — Computational methods for option pricing | 2 |
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