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| Результат поиска |
Поиск книг, содержащих: Volatility, implied
| Книга | Страницы для поиска | | Hull J. — Options, Futures, and Other Derivative Securities | 229—230 | | Peters E.E. — Fractal Market Analysis: Applying Chaos Theory to Investment and Economics | 148—149 | | Options Institute — Options: Essential Concepts and Trading Strategies | 36—37, 57, 68—71, 78, 161—162, 270—271, 305—311; see also Volatility of option price | | Wilmott P., Bowison S., DeWynne J. — Option Pricing: Mathematical Models and Computation | 65, 66, 71, 147 | | Shreve S.E. — Stochastic Calculus for Finance 2 | 271 | | Dacorogna M.M., Gencay R., Mueller U.A. — An Introduction to High-Frequency Finance | 43 | | Dupacova J., Hurt J., Stepan J. — Stochastic Modeling in Economics and Finance | 61, 199 | | Wilmott P., Howison S., Dewynne J. — The Mathematics of Financial Derivatives : A Student Introduction | 52—55 | | Bouchaud J.-P., Potters M. — Theory of Financial Risks: From Statistical Physics to Risk Management | 147 | | Mantegna R.N., Stanley H.E. — An introduction to econophysics: correlations and complexity in finance | 125—126 | | Achdou Y., Pironneau O. — Computational methods for option pricing | 228 |
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