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Financial engineering and computation : principles, mathematics, algorithms
Lyuu, Yuh-dauh, (2002)
The mathematics of financial modeling and investment management
Focardi, Sergio M., (2004)
An introduction to the mathematics of financial derivatives
Neftci, Salih N., (1996)
Risk management lessons from long-term capital management
Jorion, Philippe, (2000)
[Rezension von: Baxter, Martin, ..., Financial calculus]
Jorion, Philippe, (1998)
Predicting volatility in the foreign exchange market
Jorion, Philippe, (1995)