Derivative securities - Prices - Mathematical models.

Option pricing, interest rates and risk management by: Cvitanic, J. ; Jouini, E.; Musiela, Marek (Language materials, printed)

Mathematical finance : theory, modeling, implementation by: Fries, Christian (Language materials, printed)

Finite difference methods in financial equation approach by: Duffy, Daniel J. (Language materials, printed)

The concepts and practice of mathematical finance by: Joshi, Mark S. (Language materials, printed)

Pricing in (In)complete markets : structural analysis and applications by: Esser, Angelika (Language materials, printed)

Quantitative methods in derivatives pricing : an introduction to computational finance by: Tavella, Domingo (Language materials, printed)