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Subjects (1-49 of 49)
Options (Finance) -- Mathematical models.
1
E-book
2009

Advanced financial modelling



Berlin ; New York : W. de Gruyter, [2009]

Rating:

 
 
2
E-book
2013

American-Type Options : Stochastic Approximation Methods.


Silʹvestrov, D. S. (Dmitriĭ Sergeevich), author
Berlin/Boston : De Gruyter, [2013]

Rating:

 
 
3
E-book
2009

Analysis, geometry, and modeling in finance : advanced methods in option pricing


Henry-Labordère, Pierre.
Boca Raton : CRC Press, [2009]

Rating:

 
 
4
Book
1992

Continuous-time Finance


Merton, Robert C.
Cambridge, M.A. : Blackwell, 1992

Rating:

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Location Call no. Vol. Availability
 WATERFT BUSINESS  332.0118 Mer/Ctf 1992  AVAILABLE
5
Book
1998

Derivatives : the theory and practice of financial engineering


Wilmott, Paul.
Chichester, England : John Wiley & Sons, 1998

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.645 Wil/Dtt  Unavailable C19
6
Book
1993?

The effects of contract adjustments on the prices of put and call options


Easton, Stephen Andrew
[Clayton, Vic.] : Dept. of Accounting and Finance, Monash University, [1993?]

Rating:

 
 
Location Call no. Vol. Availability
 ADPML SPLGA  657 Mon/Dpm  no.4/93  LIB USE ONLY
7
Book
2003

Empirical studies on volatility in international stock markets


Hol, Eugenie M. J. H.
Dordrecht ; Boston : Kluwer Academic, [2003]

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.63222 Hol/Eso  Unavailable C19
8
E-book
1997

Exotic options : a guide to second generation options


Zhang, Peter G.
Singapore ; New Jersey : World Scientific, [1997]

Rating:

 
 
9
Book
2008

Financial modelling in practice : a concise guide for intermediate and advanced level


Rees, Michael, 1964-
Chichester : Wiley, [2008]

Rating:

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Location Call no. Vol. Availability
 WATERFT BUSINESS  332.0151 Ree/Fmi  AVAILABLE
10
E-book
2008

Financial modelling in practice : a concise guide for intermediate and advanced level


Rees, Michael, 1964-
Hoboken, NJ : Wiley, [2008]

Rating:

 
 
11
Book
2002

Forecasting volatility in the financial markets



Oxford ; Boston : Butterworth-Heinemann, 2002

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.632042 Kni/Fvi 2002  Unavailable C19
12
E-book
2007

Forecasting volatility in the financial markets



Amsterdam ; Boston : Butterworth-Heinemann, 2007

Rating:

 
 
13
Book
2007

Forecasting volatility in the financial markets



Oxford : Butterworth-Heinemann, [2007]

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.632042 Kni/Fvi 2007  Unavailable C19
14
E-book
2010

Fourier transform methods in finance



Chichester ; [Hoboken, N.J.] : John Wiley & Sons, [2010]

Rating:

 
 
17
E-book
2013

The Heston model and its extensions in Matlab and C♯


Rouah, Fabrice, 1964-
Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]

Rating:

 
 
18
E-book
2015

The Heston model and its extensions in VBA


Rouah, Fabrice, 1964-
Hoboken, New Jersey : Wiley, 2015

Rating:

 
 
19
Book
1996

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options


Rebonato, Riccardo.
Chichester ; New York : Wiley, 1996

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.633 Reb/Iro  Unavailable C19
20
Book
1999

An introduction to mathematical finance : options and other topics


Ross, Sheldon M.
Cambridge : Cambridge University Press, 1999

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.60151 Ros/Itm  Unavailable C19
 MELB  332.60151 Ros/Itm  Unavailable C19
21
Book
2008

Introduction to stochastic calculus applied to finance


Lamberton, Damien.
Boca Raton : Chapman & Hall/CRC, 2008

Rating:

 
 
Location Call no. Vol. Availability
 MELB  519.2 Lam/Its 2008  Unavailable C19
22
E-book
2008

Introduction to stochastic calculus applied to finance


Lamberton, Damien, author.
Boca Raton, Florida ; London, [England] ; New York : CRC Press, 2008

Rating:

 
 
23
E-book
2012

Introduction to the mathematics of finance : arbitrage and option pricing


Roman, Steven.
New York, NY : Springer, [2012]

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24
Book
2003

Market expectations and option prices : techniques and applications


Mandler, Martin.
Heidelberg, Germany ; New York : Physica-Verlag, 2003

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.63228 Man/Mea  Unavailable C19
25
Book
1997

Martingale methods in financial modelling


Musiela, Marek, 1950-
Berlin ; New York : Springer, [1997]

Rating:

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Location Call no. Vol. Availability
 WATERFT BUSINESS  332.01 Mus/Mmi  AVAILABLE
26
Book
2005

Martingale methods in financial modelling


Musiela, Marek, 1950-
Berlin ; New York : Springer, [2005]

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.01 Mus/Mmi 2005  Unavailable C19
27
E-book
2005

Martingale methods in financial modelling


Musiela, Marek, 1950-
Berlin ; New York : Springer, [2005]

Rating:

 
 
28
Book
1995

The mathematics of financial derivatives : a student introduction


Wilmott, Paul.
Oxford ; New York : Cambridge University Press, 1995

Rating:

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Location Call no. Vol. Availability
 W'PONDS  332.63 Wil/Mof  AVAILABLE
29
Book
1996

The mathematics of financial derivatives : a student introduction


Wilmott, Paul.
Oxford : Cambridge University Press, 1996

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.63 Wil/Mof 1996  Unavailable C19
30
Book
2005

Mathematics of financial markets


Elliott, Robert J. (Robert James), 1940-
New York : Springer, [2005]

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.601 Ell/Mof 2005  Unavailable C19
31
E-book
2005

Mathematics of financial markets


Elliott, Robert J. (Robert James), 1940-
New York : Springer, [2005]

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32
Book
2005

The mathematics of options trading


Reehl, C. B.
New York : McGraw-Hill, [2005]

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.6453015195 Ree/Moo  Unavailable C19
33
E-book
2017

The money formula : dodgy finance, pseudo science, and how mathematicians took over the markets


Wilmott, Paul, author
West Sussex : John Wiley and Sons, Inc., 2017

Rating:

 
 
34
E-book
2014

The numerical solution of the American option pricing problem : finite difference and transform approaches


Chiarella, Carl.
New Jersey : World Scientific Pub., 2014

Rating:

 
 
35
E-book
1997

Optimal portfolios : stochastic models for optimal investment and risk management in continuous time


Korn, Ralf.
Singapore ; River Edge, NJ : World Scientific, [1997]

Rating:

 
 
36
E-book
2007

Option pricing models and volatility using Excel-VBA


Rouah, Fabrice, 1964-
Hoboken, N.J. : John Wiley & Sons, [2007]

Rating:

 
 
37
Book
2004

Option theory with stochastic analysis : an introduction to mathematical finance


Benth, Fred Espen, 1969-
Berlin ; New York : Springer, [2004]

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.64 Ben/Otw  Unavailable C19
38
Book
2001

Paul Wilmott introduces quantitative finance


Wilmott, Paul.
Chichester ; New York : John Wiley, 2001

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332 Wil/Pwi  Unavailable C19
39
Book
2000

Paul Wilmott on quantitative finance


Wilmott, Paul.
Chichester, U.K. : Wiley, 2000

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.645 Wil/Pwo  1  Unavailable C19
 MELB  332.645 Wil/Pwo  2  Unavailable C19
40
Book
2006

Paul Wilmott on quantitative finance


Wilmott, Paul.
Chichester : Wiley, 2006

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.645 Wil/Pwo 2006  1  Unavailable C19
 MELB  332.645 Wil/Pwo 2006  2  Unavailable C19
 MELB  332.645 Wil/Pwo 2006  3  Unavailable C19
41
E-book
2008

Pricing of bond options : unspanned stochastic volatility and random field models


Repplinger, Detlef.
Berlin : Springer Verlag, [2008]

Rating:

 
 
42
Book
2000

Principles of infinitesimal stochastic and financial analysis


Berg, Imme van den.
Singapore : World Scientific, [2000]

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.645015118 Van/Poi  Unavailable C19
43
E-book
2016

Quantitative finance for dummies


Bell, Steve, 1962- author
Chichester, West Sussex, United Kingdom : John Wiley & Sons Inc., [2016]

Rating:

 
 
44
E-book
2009

Robust static super-replication of barrier options


Maruhn, Jan H.
Berlin ; New York : W. de Gruyter, [2009]

Rating:

 
 
45
E-book
2012

Stochastic calculus for finance


Capiński, Marek, 1951-
Cambridge : Cambridge University Press, 2012

Rating:

 
 
46
E-book
2005

Strategic trading in illiquid markets


Mönch, Burkart.
Berlin ; New York : Springer, [2005]

Rating:

 
 
47
E-book
2013

Visual quantitative finance : a new look at option pricing, risk management, and structured securities


Lovelady, Michael Lynn, 1957-
Upper Saddle River, NJ : FT Press, [2013]

Rating:

 
 
48
Book
1999

Volatility and correlation in the pricing of equity, FX and interest-rate options


Rebonato, Riccardo.
Chichester, UK. : Wiley, 1999

Rating:

 
 
Location Call no. Vol. Availability
 MELB  332.6323 Reb/Vac  Unavailable C19
49
Location Call no. Vol. Availability
 MELB  332.6453 Nel/Vaa  Unavailable C19
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