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Электронная библиотека
механико-математического факультета
Московского государственного университета
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| Результат поиска |
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. - 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 | | Wilmott P., Howison S., Dewynne J. - The Mathematics Of Financial Derivatives | 33, 42, 43 |
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