Derivative securities - Mathematical models.

Arbitrage theory in continuous time / by: (Language materials, printed)

Financial engineering and computation :principles, mathematics, algorithms / by: (Language materials, printed)

Frontiers in quantitative finance :volatility and credit risk modeling / by: (Language materials, printed)

Equity derivatives and hybridsmarkets, models and methods / by: (Electronic resources)

The xVA challengecounterparty credit risk, funding, collateral, and capital / by: (Electronic resources)

Counterparty credit risk and credit value adjustmenta continuing challenge for global financial markets / by: (Electronic resources)

Implementing models of financial derivativesobject oriented applications with VBA / by: (Electronic resources)

Innovations in derivatives marketsfixed income modeling, valuation adjustments, risk management, and regulation / by: (Electronic resources)

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation by: (Electronic resources)