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ID: 352635

Binomial models in finance / Hoek, John Van Der

2006

Hoek, John Van Der	Book
	0 Rating(s) & 0 Review(s)

Publication	NEw York, Springer, 2006.
Description	303pHb
Standard Number	0 387 25898 1 GIPE pur.

Key Words

Finance : Mathematical modelling

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Accession#	Call#	Current Location	Status	Policy	Location
278278	X651:(B28)/P6	Main	On Shelf	General

ID: 148870

Competitive stock markets / Makowski, Louis

1981

Makowski, Louis	Book
	0 Rating(s) & 0 Review(s)

Publication	Cambridge, University Department of Applied Economics, 1981.
Description	57p21 cm
Series	Economic theory Dis. paper, 52
Standard Number	GIPE Ex.

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Accession#	Call#	Current Location	Status	Policy	Location
189103	X651:(B28)/MI/189103	Main	On Shelf	General	Rack1 Shelf1

ID: 350038

Computational methods in financial engineering / Kontoghiorghes, Erricos J.; Rustem, Berc; Winker, Peter

2008

Kontoghiorghes, Erricos J.	Book
	0 Rating(s) & 0 Review(s)

Publication	Heidelberg, Springer, 2008.
Description	419pHb
Standard Number	978 3 540 77957 5 GIPE pur.

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Accession#	Call#	Current Location	Status	Policy	Location
276687	X651:(B28)/P8/276687	Main	On Shelf	General

ID: 174518

Derivatives and internal models : Modern risk managament / Deutsch, Hans-Peter; Eller, Roland

1999

Deutsch, Hans-Peter	Floppy Disk
	0 Rating(s) & 0 Review(s)

Publication	1999.
Contents	Book is also available with Accession Number 248187
Standard Number	0-333-75069-1

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Accession#	Call#	Current Location	Status	Policy	Location
X00016	X651:(B28)/N9/X00016	Main	Missing	REFERENCE	Rack1 Shelf1

ID: 133119

Derivatives and internal models : Modern risk Management / Deutsch, Hans-Peter; Eller, Roland

1999

Deutsch, Hans-Peter	Book
	0 Rating(s) & 0 Review(s)

Publication	Wiltshire, Macmillan Publishers, 1999.
Description	370p24 cm
Standard Number	GIPE Pur.

Key Words

Risk Management ; Derivatives

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Accession#	Call#	Current Location	Status	Policy	Location
248187	X651:(B28)/H9/248187	Main	On Shelf	General	Rack1 Shelf1

ID: 102037

Essays on testing for speculative bubbles in the stock market / Chen, Lii - Tarn

1995

Chen, Lii - Tarn	Book
	0 Rating(s) & 0 Review(s)

Publication	Taipei, Institute of Economics, 1995.
Description	107p25.5 cm
Standard Number	GIPE Ex.

Key Words

Shares ; Stock Market

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Accession#	Call#	Current Location	Status	Policy	Location
240620	X651:(B28)/N5/240620	Main	On Shelf	General	Rack1 Shelf1

ID: 130484

Exotic options : A Guide to second generation options / Zhang, Peter G.

1998

Zhang, Peter G.	Book
	0 Rating(s) & 0 Review(s)

Edition	Ed.2
Publication	Singapore, World Scientific , 1998.
Description	692p25 cm
Standard Number	GIPE Pur.

Key Words

Monetary economics ; Investment

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Accession#	Call#	Current Location	Status	Policy	Location
247305	X651:(B28)/N8/247305	Main	On Shelf	General	Rack1 Shelf1

ID: 349663

Financial derivatives modeling / Ekstrand, Christian

2011

Ekstrand, Christian	Book
	0 Rating(s) & 0 Review(s)

Publication	Heidelberg, Springer, 2011.
Description	xi, 319pHb
Standard Number	978 3 642 22154 5 GIPE pur.

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Accession#	Call#	Current Location	Status	Policy	Location
276376	X651:(B28)/Q1/276376	Main	On Shelf	General

ID: 349669

Financial econometrics modeling: Market microstructure, factor models and financial risk measures / Gregoriou, Greg N.; Pascalau, Razvan

2011

Gregoriou, Greg N.	Book
	0 Rating(s) & 0 Review(s)

Publication	NEw York, Palgrave Macmillan, 2011.
Description	xxii, 257pHb
Standard Number	978 0 230 28362 6 GIPE pur.

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Accession#	Call#	Current Location	Status	Policy	Location
276381	X651:(B28)/Q1/276381	Main	On Shelf	General

ID: 179133

Further results on the informational efficiency of competitive stock markets / Grossman, Sanford J.

1977

Grossman, Sanford J.	Book
	0 Rating(s) & 0 Review(s)

Publication	Stanford, Stanford University. Institute for Mathematical Studies in Social Sciences, 1977.
Description	32p28 cm
Series	Stanford University Technical Report, 235
Standard Number	GIPE Gift.

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Accession#	Call#	Current Location	Status	Policy	Location
170675	X651:(B28)/L7/170675	Main	On Shelf	General	Rack1 Shelf1

ID: 149676

General asset markets and the existence of temporary Walrasian / Hammond, P.J.

1977

Hammond, P.J.	Book
	0 Rating(s) & 0 Review(s)

Publication	Colchester, University of Essex. Department of Economcis, 1977.
Description	57p21 cm
Series	Discussion Paper no.102
Standard Number	GIPE Ex.

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Accession#	Call#	Current Location	Status	Policy	Location
173097	X651:(B28)/L7/173097	Main	On Shelf	General	Rack1 Shelf1

ID: 347759

Handbook of financial econometrics: V.1 : Tools and techniques, V. 2 : Applications / Ait-Sahalia, Yacine (Editor); Hansen, Lars Peter (Editor)

2010

Ait-Sahalia, Yacine (Editor)	Book
	0 Rating(s) & 0 Review(s)

Publication	Amsterdam, Elsevier, 2010.
Description	780, 356 ppHb
Standard Number	0-444-50897-2 GIPE Pur.

Key Words

Econometrics : Finance ; Financial econometrics

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Accession#	Call#	Current Location	Status	Policy	Location
275135	X651:(B28)/Q0.1 - Q0.2	Main	On Shelf	General
275136	X651:(B28)/Q0.1 - Q0.2	Main	On Shelf	General

ID: 355445

Handbook of structured finance / Servigny, Arnaud de; Jobst, Norbert Josef

2007

Jobst, Norbert Josef	Book
	0 Rating(s) & 0 Review(s)

Publication	NEw York, McGraw-Hill, 2007.
Description	vi, 785 pHb
Standard Number	978 0 07 146864 0 GIPE pur.

Key Words

Risk Management ; Credit management ; Asset-backed financing ; Asset-backed securities ; Mortgaged-backed securities

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Accession#	Call#	Current Location	Status	Policy	Location
280464	X651:(B28)/P7/280464	Main	On Shelf	General

ID: 349649

Implementing models of financial derivatives: Object oriented applications with VBA / Webber, Nick

2011

Webber, Nick	Book
	0 Rating(s) & 0 Review(s)

Publication	Chichester, John WIley & Sons Ltd, 2011.
Description	xvii, 674pHb
Standard Number	978 0 4707 1220 7 GIPE pur.

Key Words

Derivative securities : Mathematical models ; Microsoft visual basic

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Accession#	Call#	Current Location	Status	Policy	Location
276364	X651:(B28)/Q0/276364	Main	On Shelf	General

ID: 241803

Internrantan som malt for bedormning au kapilatalforvaltningens effektintet / Asztely, Sandor

1959

Asztely, Sandor	Book
	0 Rating(s) & 0 Review(s)

Publication	Goteberg, Gumperts Forlog, 1959.
Description	74p24.2 cm
Series	Gothenberg School of Economics. Publications No.6
Standard Number	GIPE Ex.

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Accession#	Call#	Current Location	Status	Policy	Location
068176	X631:(B28)/J9/068176	Main	On Shelf	General	Rack1 Shelf1

ID: 348562

Introduction to fixed income analytics: Relative value analysis, risk measures, and valuation / Fabozzi, Frank J. ; Mann, Steven V.

2010

Fabozzi, Frank J.	Book
	0 Rating(s) & 0 Review(s)

Publication	Hoboken, John Wiley & Sons Ltd., 2010.
Description	xv, 479pHb
Standard Number	9780470572139 GIPE pur.

Key Words

Risk Management. ; Fixed-income securities. ; Fixed inocme securities-Mathematics. ; Rate of return.

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Accession#	Call#	Current Location	Status	Policy	Location
275657	X651:(B28)/Q0/275657	Main	On Shelf	General

ID: 351352

Market practice in financial modelling / Tan, Chia Chiang

2012

Tan, Chia Chiang	Book
	0 Rating(s) & 0 Review(s)

Publication	London, World Scientific Publishing Co. Pte.Ltd., 2012.
Description	414pHb
Standard Number	978 981 4366 54 0 GIPE pur.

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Accession#	Call#	Current Location	Status	Policy	Location
277446	X651:(B28)/Q2/277446	Main	On Shelf	General

ID: 344286

Market risk management for hedge funds: Foundations of the style and implicit value-at risk / Duc, Francois; Schorderet, Yann

2008

Duc, Francois	Book
	0 Rating(s) & 0 Review(s)

Publication	Hoboken, John Wiley and Sons, 2008.
Description	250 p.Hb
Series	Wiley Finance
Standard Number	978-0-470-72299- 2 GIPE Pur.

Key Words

Risk Management ; Hedge funds : Evaluation ; Investment analysis : Mathematical models

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Accession#	Call#	Current Location	Status	Policy	Location
274016	X651:(B28)/P8	Main	On Shelf	General

ID: 133785

Martingales and the valuation of redundant assets / Harrison, J. Michael; Kreps David M.

1978

Harrison, J. Michael	Book
	0 Rating(s) & 0 Review(s)

Publication	Stanford, University Institute for Mathemalical Studies in the Social Sciences, 1978.
Description	50p28 cm
Series	Technical report 261
Standard Number	GIPE Gift.

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Accession#	Call#	Current Location	Status	Policy	Location
177427	X651:(B28)/L8/177427	Main	On Shelf	General	Rack1 Shelf1

ID: 348282

Modelling, pricing, and hedging counterparty credit exposure: A technical guide / Cesari, Giovanni; Aquilina, John; Charpillon, Niels; Filipovic, Zlatko

2009

Aquilina, John	Book
	0 Rating(s) & 0 Review(s)

Publication	London, Springer, 2009.
Description	254pHb
Standard Number	978 3 642 04453 3 GIPE pur.

Key Words

Derivatives ; Investment ; Credit exposure

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Accession#	Call#	Current Location	Status	Policy	Location
275406	X651:(B28)/P9	Main	On Shelf	General