| 1 |
Risk-neutral valuation : pricing and hedging of financial derivatives / N.H. Bingham and Rüdiger Kiesel
London ; New York : Springer , c1998
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| 2 |
Efficient methods for valuing interest rate derivatives / Antoon Pelsser
London : Springer , c2000
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| 3 |
Credit risk valuation : methods, models, and applications / Manuel Ammann
2nd ed. - Berlin : Springer , c2001
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| 4 |
Interest rate models : theory and practice / Damiano Brigo, Fabio Mercurio
Heidelberg : Springer , c2001
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| 5 |
Incomplete information and heterogeneous beliefs in continuous-time finance / Alexandre Ziegler
Berlin ; Tokyo : Springer , c2003
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| 6 |
Risk-neutral valuation : pricing and hedging of financial derivatives / N.H. Bingham and R. Kiesel
2nd ed. - London ; Sheffield, UK ; New York : Springer , c2004
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| 7 |
A game theory analysis of options : corporate finance and financial intermediation in continuous time / Alexandre Ziegler
: pbk. - 2nd ed. - Berlin : Springer , c2010
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| 8 |
Incomplete information and heterogeneous beliefs in continuous-time finance / Alexandre Ziegler
: pbk. - Berlin : Springer , c2010
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| 9 |
Financial modeling, actuarial valuation and solvency in insurance / Mario V. Wuthrich, Michael Merz
Berlin : Springer , c2013
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| 10 |
Applications of Fourier transform to smile modeling : theory and implementation / Jianwei Zhu
: pbk. - 2nd ed. - Berlin : Springer , c2010
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| 11 |
Computational methods for quantitative finance : finite element methods for derivative pricing / Norbert Hilber ... [et al.]
: hbk. - Berlin : Springer , c2013
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| 12 |
Mathematical Finance / Ernst Eberlein, Jan Kallsen
Cham : Springer , c2019
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| 13 |
Mathematical models of financial derivatives / Y.K. Kwok
: hardcover,: softcover. - Singapore : Springer , c1998
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