Arbitrage, credit ...
Neural network tim ...
Strategies for the ...
Arbitrage theory i ...
Futures and option ...
The real options s ...
Option pricing and ...
The hedge fund edg ...
Biologically inspi ...
Real options in pr ...
Black-Scholes and ...
Implementing deriv ...
Practical quantita ...
Derivatives for de ...
Fuel hedging and r ...
Financial futures ...
The mathematics of ...
Derivatives handbo ...
Derivatives and in ...
Options and financ ...
Semimartingales and stochastic calculus
Methods of mathematical finance
Essentials of stochastic finance : facts, models, theory
Non-Gaussian Merton-Black-Scholes theory
Continuous exponential martingales and BMO
Corporate finance : a practical approach
利率金融工程學:理論模型及實務應用
Schweser study notes.
Stochastic differential equations and diffusion processes
Lectures on the mathematics of finance
Financial mathematics : lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
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Theoretical numerical analysis : a functional analysis framework
Stochastic integration with jumps
Options, futures and other derivatives
Levy processes in finance : pricing financial derivatives
Corporate finance workbook : a practical approach
The essentials of risk management
結構型金融商品之設計及創新
Stochastic calculus for finance