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HOME > BROWSE BY SUBJECTS > ECONOMICS AND FINANCE > MATHEMATICAL FINANCE/ QUANTITATIVE FINANCE
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| MATHEMATICAL FINANCE/ QUANTITATIVE FINANCE |
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- Actuarial Science
Theory and Methodology
- Advanced Courses of Mathematical Analysis III
Proceedings of the Third International School
- Advances in Discrete Dynamical Systems
- Advances in Quantitative Analysis of Finance and Accounting (Vol. 1)
New Series
- Advances in Quantitative Analysis of Finance and Accounting (Vol. 2)
New Series
- Advances in Quantitative Analysis of Finance and Accounting (Vol. 3)
Essays in Microstructure in Honor of David K Whitcomb
- Advances in Quantitative Analysis of Finance and Accounting (Vol. 4)
- Advances in Quantitative Analysis of Finance and Accounting (Vol. 5)
- Alternative Investments and Strategies
- Application of Quantitative Techniques for the Prediction of Bank Acquisition Targets
- Applied and Industrial Mathematics in Italy
Proceedings of the 7th Conference
- Applied Nonlinear Time Series Analysis: Applications in Physics, Physiology and Finance
- Asset Pricing
- Asset Pricing
A Structural Theory and Its Applications
- Associative Functions: Triangular Norms and Copulas
- Barings Bankruptcy and Financial Derivatives
- Collected Papers of Stephen Smale, The
(In 3 Volumes)
- Computational Finance
A Scientific Perspective
- Course in Linear Algebra with Applications, A
- Currency Options and Exchange Rate Economics
- Decision Making and Programming
- Decision Technologies for Financial Engineering
Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets (NNCM '96)
- Dependence Modeling
Vine Copula Handbook
- Derivatives Algorithms
Volume 1: Bones
- Derivatives Sourcebook, The
- Development of Modern Statistics and Related Topics
In Celebration of Professor Yaoting Zhang's 70th Birthday
- Economic and Business Analysis
Quantitative Methods Using Spreadsheets
- Economic Growth and Transition
Econometric Analysis of Lim's S-Curve Hypothesis
- Efficiency of Racetrack Betting Markets
(2008 Edition)
- Elementary Introduction to Stochastic Interest Rate Modeling, An
- Elementary Stochastic Calculus, with Finance in View
- Essentials of Stochastic Finance
Facts, Models, Theory
- European Women in Mathematics
Proceedings of the Tenth General Meeting
- Exotic Options
A Guide to Second Generation Options
(2nd Edition)
- Financial Derivatives Pricing
Selected Works of Robert Jarrow
- Financial Economics, Risk and Information
An Introduction to Methods and Models
- Financial Market Risk
Measurement and Analysis
(2nd Edition)
- First Course in Probability and Statistics, A
- First Look at Rigorous Probability Theory, A
(Second Edition)
- Fisher Model and Financial Markets, The
- Foreign Exchange Option Symmetry
- Fuzzy Logic for Business, Finance, and Management
- Fuzzy Sets in Management, Economics and Marketing
- Game Theory
- Global Derivative Debacles
From Theory to Malpractice
- Global Derivatives: Products, Theory and Practice
- Global View of Brownian Penalisations, A
- Harry Markowitz
Selected Works
- Hypermodels in Mathematical Finance
Modelling via Infinitesimal Analysis
- Industrial and Applied Mathematics in China
- Industrial Development in East Asia
A Comparative Look at Japan, Korea, Taiwan, and Singapore
(With CD-ROM)
- Infinite Dimensional Stochastic Analysis
In Honor of Hui-Hsiung Kuo
- Information Technology Investment
Decision-Making Methodology
- Information Technology Investment
Decision-Making Methodology
(2nd Edition)
- Intelligent and Other Computational Techniques in Insurance
Theory and Applications
- Introduction to Computational Finance, An
- Introduction to Stochastic Calculus with Applications
(Second Edition)
- Kelly Capital Growth Investment Criterion, The
Theory and Practice
- Lectures on Corporate Finance
- Lectures on Corporate Finance
(Second Edition)
- Linear and Nonlinear Filtering for Scientists and Engineers
- Markov-Modulated Processes and Semiregenerative Phenomena
- Mathematical Methods for Foreign Exchange
(See Full Review, by Risk Magazine)
A Financial Engineer's Approach
- Mathematical Modeling and Methods of Option Pricing
- Mathematical Techniques in Financial Market Trading
- Mathematics and Mathematics Education
Proceedings of the Third International Palestinian Conference
- MATLAB
Data Analysis and Visualization
- Microeconomics of Insurance, The
- Modeling, Measuring and Managing Risk
- Modelling Financial Time Series
Second Edition
- Moments, Positive Polynomials and Their Applications
- Multidimensional Second Order Stochastic Processes
- New Methods for the Arbitrage Pricing Theory and the Present Value Model
- Nobel Lectures in Economic Sciences 1969 – 1980
The Sveriges Riksbank (Bank of Sweden) Prize in Economic Sciences in Memory of Alfred Nobel
- Nobel Lectures in Economic Sciences 1981 – 1990
The Sveriges Riksbank (Bank of Sweden) Prize in Economic Sciences in Memory of Alfred Nobel
- Non-Gaussian Merton-Black-Scholes Theory
- Nonstandard Methods in Functional Analysis
Lectures and Notes
- Omega Problem of All Members of the United Nations, The
- Optimal Portfolios
Stochastic Models for Optimal Investment and Risk Management in Continuous Time
- Option Pricing in Incomplete Markets
Modeling Based on Geometric Lévy Processes and Minimal Entropy Martingale Measures
- Options on Extremes and Averages
- Ordinary Shares, Exotic Methods
Financial Forecasting Using Data Mining Techniques
- Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
4th Edition
- Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
5th Edition
- Pricing Derivative Securities
- Pricing Derivative Securities
(Second Edition)
- Principles of Infinitesimal Stochastic and Financial Analysis
- Probabilistic Methods in Fluids
Proceedings of the Swansea 2002 Workshop
- Probability, Finance and Insurance
Proceedings of a Workshop
- Pseudo Differential Operators and Markov Processes
Volume III: Markov Processes and Applications
- Quantitative Analysis in Financial Markets
Collected Papers of the New York University Mathematical Finance Seminar
- Quantitative Analysis in Financial Markets
Collected Papers of the New York University Mathematical Finance Seminar
(Volume II)
- Quantitative Analysis in Financial Markets
Collected Papers of the New York University Mathematical Finance Seminar
(Volume III)
- Quantitative Analysis, Derivatives Modeling, and Trading Strategies
In the Presence of Counterparty Credit Risk for the Fixed-Income Market
- Quantitative Finance and Risk Management
A Physicist's Approach
- Quantitative Methods for Assessing the Effects of Non-Tariff Measures and Trade Facilitation
- Recent Advances in Financial Engineering
Proceedings of the 2008 Daiwa International Workshop on Financial Engineering
- Recent Advances in Financial Engineering 2009
Proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
- Recent Development in Stochastic Dynamics and Stochastic Analysis
- Recent Development in Theories and Numerics
Proceedings of the International Conference on Inverse Problems
- Recent Developments in Mathematical Finance
Proceedings of the International Conference on Mathematical Finance
- Recent Developments in Stochastic Analysis and Related Topics
Proceedings of the First Sino-German Conference on Stochastic Analysis (A Satellite Conference of ICM 2002)
- Risk Management and Value
Valuation and Asset Pricing
- Ruin Probabilities
- Ruin Probabilities
(2nd Edition)
- Science of Financial Market Trading, The
- Search for Certainty, The
On the Clash of Science and Philosophy of Probability
- Statistical Experiments and Decisions
Asymptotic Theory
- Statistical Quality Control
A Loss Minimization Approach
- Statistics and Finance
An Interface
Proceedings of the Hong Kong International Workshop on Statistics in Finance
- Stochastic Differential Equations with Markovian Switching
- Stochastic Filtering with Applications in Finance
- Stochastic Modeling of Electricity and Related Markets
- Stochastic Optimization Models in Finance
(2006 Edition)
- Stochastic Processes and Applications to Mathematical Finance
Proceedings of the 5th Ritsumeikan International Symposium
- Stochastic Processes and Applications to Mathematical Finance
Proceedings of the 6th Ritsumeikan International Symposium
- Stochastic Processes and Applications to Mathematical Finance
Proceedings of the Ritsumeikan International Symposium
- Stochastic Systems in Merging Phase Space
- Stochastic Systems
Theory and Applications
- Supply Chain and Finance
- Theory of Valuation
(Second Edition)
- Topological Methods for Set-Valued Nonlinear Analysis
- Undergraduate Introduction to Financial Mathematics, An
(Second Edition)
- Understanding and Managing Interest Rate Risks
- Understanding Game Theory
Introduction to the Analysis of Many Agent Systems with Competition and Cooperation
- Understanding Poverty Rates and Gaps
Concepts, Trends and Challenges
- Unified Approach to Uniqueness, Expansion and Approximation Problems, A
- Valuation of Equity Securities
History, Theory and Application
- Wealth Forever
The Analytics of Stock Markets
- World of Risk Management, The
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