Commodities : Fundamental Theory of Futures, Forwards, and Derivatives Pricing
M. A. H. (University of Cambridge & Cambridge Systems Associ Dempster
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Stochastic Modelling of Big Data in Finance
Anatoliy (University of Calgary, Alberta, Canada) Swishchuk
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Introductory Mathematical Analysis for Quantitative Finance
Daniele Ritelli
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Introducing Financial Mathematics : Theory, Binomial Models, and Applications
Mladen Victor Wickerhauser
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Modeling Fixed Income Securities and Interest Rate Options
Robert Jarrow
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An Introduction to Financial Mathematics : Option Valuation
Hugo D. Junghenn
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Monte Carlo Methods and Models in Finance and Insurance
Ralf Korn
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Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton
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Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton
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High-Performance Computing in Finance : Problems, Methods, and Solutions
M. A. H. Dempster
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Quantitative Finance : An Object-Oriented Approach in C++
Erik Schlogl
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Financial Mathematics : A Comprehensive Treatment
Giuseppe Campolieti
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Quantitative Finance : An Object-Oriented Approach in C++
Erik Schlogl
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Financial Mathematics : A Comprehensive Treatment
Giuseppe Campolieti
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Machine Learning for Factor Investing: R Version
Guillaume Coqueret
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Machine Learning for Factor Investing: R Version
Guillaume Coqueret
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Risk Measures and Insurance Solvency Benchmarks : Fixed-Probability Levels in Renewal Risk Models
Vsevolod K. Malinovskii
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Risk Measures and Insurance Solvency Benchmarks : Fixed-Probability Levels in Renewal Risk Models
Vsevolod K. Malinovskii
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