2021

Analysing intraday implied volatility for pricing currency options

Le, Thi (Thi Ngoc Quynh), author.

Cham : Springer, [2021]

 

2010

Applications of Fourier transform to smile modeling : theory and implementation

Zhu, Jianwei, 1970-
2nd ed


 

2014

Arbitrage, credit and informational risks

Singapore ; New Jersey : World Scientific, [2014]

 

2014

Commodity option pricing : a practitioners guide

Clark, Iain J

Chichester, West Sussex, United Kingdom : John Wiley & Sons Inc., 2014

 

2014

Commodity Option Pricing : a Practitioner's Guide

Clark, Iain J

©2014

 

2011

Foreign exchange option pricing : a practitioner's guide

Clark, Iain J.



 

2013

The Heston model and its extensions in Matlab and C♯

Rouah, Fabrice, 1964-

Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]

 

2015

The Heston model and its extensions in VBA

Rouah, Fabrice, 1964-

Hoboken, New Jersey : Wiley, 2015

 

2012

An introduction to exotic option pricing

Buchen, Peter.



 

2004

Introduction to the mathematics of finance : from risk management to options pricing

Roman, Steven.

New York : Springer, [2004]

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2006

Market-conform valuation of options

Herwig, Tobias



 

2000

Modular pricing of options : an application of Fourier analysis

Zhu, Jianwei, 1970-

Berlin ; New York : Springer, [2000]

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2011

Option pricing and estimation of financial models with R

Iacus, Stefano M. (Stefano Maria)



 

2007

Option pricing models and volatility using Excel-VBA

Rouah, Fabrice, 1964-



 

2004

The option trader handbook : strategies and trade adjustments

Jabbour, George (George Moussa)

New York ; Chichester : Wiley, 2004

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2010

The Option Trader Handbook : Strategies and Trade Adjustments

Jabbour, George (George Moussa)