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Analysis of financial time series R.S. Tsay

by Tsay, R.S.

Series: Wiley series in probability & statisticsEdition: 2Material type: Text Text Publication details: New Jersey John Wiley & Sons 2005Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12 TSAY.

Arbitrage theory in continuous time T. Bjork

by Bjork, T.

Edition: 3Material type: Text Text Publication details: Oxford Oxford University Press 2009Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12 BJOR.

Basic black-scholes option pricing & trading T.F. Crack

by Crack, T.F.

Edition: 3 rev edMaterial type: Text Text Publication details: USA Timothy Falcon Crack 2014Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.06 CRACK.

Basic black-scholes option pricing & trading T.F. Crack

by Crack, T.F.

Material type: Text Text Publication details: USA Timothy Falcon Crack 2004Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.06 CRACK.

Benchmark approach to quantitative finance E. Platen & D. Heath

by Platen, E & Heath, D | Heath, D.

Series: Springer financeMaterial type: Text Text Publication details: Berlin Springer 2006Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.12 PLAT.

Computational finance numerical methods for princing financial instruments G. Levy

by Levy, G.

Material type: Text Text Publication details: Oxford Elsevier 2004Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12+11.01 LEVY.

Computational financial mathematics using MATHEMATICA optimal trading in stocks & options S. Stojanovic

by Stojanovic, S.

Material type: Text Text Publication details: Boston Birkhauser-Verlag 2003Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12+11.01+18 STOJ.

Concepts & practice of mathematical finance M.S. Joshi

by Joshi, M.S.

Series: Mathematics, finance & riskEdition: 2Material type: Text Text Publication details: Cambridge Cambridge University Press 2008Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12 JOSH.

Consistency problems for heath-jarrow-morton interest rate models D. Filipovic

by Filipovic, D.

Series: Lecture notes in mathematics 1760Material type: Text Text Publication details: Berlin Springer 2001Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.06 FILI.

Course in derivative securities introduction to theory & computation K. Back

by Back, K.

Series: Springer finance textbookMaterial type: Text Text Publication details: Berlin Springer 2005Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.12 BACK.

Credit derivatives & structured credit guide for investors R. Bruyere, et al

by Bruyere, R., et al | Cont, R | Copinot, R | Fery, L.

Series: Wiley financeMaterial type: Text Text Publication details: New York John Wiley & Sons 2006Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12 BRUY.

Credit risk pricing measurement & management D. Duffie & K.J. Singleton

by Duffie, D & Singleton, K.J | Singleton, K.J.

Series: Princeton series in financeMaterial type: Text Text Publication details: New Delhi New Age International 2005Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12 DUFF.

Credit risk+ in the banking industry Ed by M. Gundlach & F. Lehrbass

by Gundlach, M & Lehrbass, F (eds) | Lehrbass, F.

Series: Springer financeMaterial type: Text Text Publication details: Berlin Springer 2004Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.12 GUND.

Credit risk pricing models theory & practice B. Schmid

by Schmid, B.

Series: Springer FinanceEdition: 2Material type: Text Text Publication details: Berlin Springer 2004Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.12+14.05 SCHM.

Derivatives in financial markets with stochastic volatility J-P. Fouque, et al

by Fouque, J-P., et al | Papanicolaou, G | Sircar, K.R.

Material type: Text Text Publication details: Cambridge Cambridge University Press 2006Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.06 FOUQ.

Dynamic asset pricing theory D. Duffie

by Duffie, D.

Edition: 3Material type: Text Text Publication details: New Delhi New Age International 2005Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12 DUFF.

Dynamic hedging managing vanilla & exotic options N. Taleb

by Taleb, N.

Series: Wiley series in financial engineeringMaterial type: Text Text Publication details: New York John Wiley & Sons 1997Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 14.12 TALE.

Elementary introduction to mathematical finance options & other topics S.M. Ross

by Ross, S.M.

Edition: 2Material type: Text Text Publication details: Cambridge Cambridge University Press 2005Availability: Not available: TIFR CAM Library: Checked out (1).

Elementary probability theory with stochastic processes & introduction to mathematical finance K.L. Chung

by Chung, K.L.

Series: Undergraduate texts in mathematicsEdition: 4 Material type: Text Text Publication details: New Delhi Springer 2003Availability: Items available for loan: TIFR CAM Library (4)Location, call number: SERIES 16.01+14.12 CHUN, ... Not available: TIFR CAM Library: Checked out (1).

Elementary stochastic calculus with finance in view T. Mikosch

by Mikosch, T.

Series: Advanced series on statistical sci. & applied probability 6Material type: Text Text Publication details: Singapore World Scientific 2004Availability: Items available for loan: TIFR CAM Library (1)Location, call number: 16.03+14.06 MIKO.

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