Derivative securities - Prices - Mathematical models.

Option pricing, interest rates and risk management / by: (Language materials, printed)

Finite difference methods in financial engineering : = a partial differential equation approach / by: (Language materials, printed)

Pricing Interest-Rate Derivatives = A Fourier-Transform Based Approach / by: (Language materials, printed)

Modeling derivatives applications in MATLAB, C++, and Excel / by: (Language materials, printed)

Pricing of derivatives on mean-reverting assets by: (Language materials, printed)

Financial derivatives pricing = selected works of Robert Jarrow / by: (Electronic resources)

Smile pricing explained by: (Electronic resources)