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Pricing credit linked financial instruments Theory and empirical evidence Schmid, B. by Series: Lecture notes in economics and mathematical systems No.516
Publication details: Berlin Springer 2002
Availability: Items available for loan: Strathmore University (Main Library) (1)Call number: HG6024.A3 S36 2002.
Levy processes in finance Pricing financial derivatives Schoutens, W. by Series: Wiley series in probability and statistics
Publication details: West Sussex, UK John Wiley & Sons 2003
Availability: Items available for loan: Strathmore University (Main Library) (1)Call number: HG6024 .S37 2003. Not available: Strathmore University (Uzima Lending Library): In transit (1).
Derivative Securities Pricing and Modelling edited by Jonathan A. Batten, Niklas Wagner. Series: Contemporary studies in economic and financial analysis ; v. 94
Edition: 1st ed.
Publication details: United Kingdom : Emerald Group Publishing Limited 2012
Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: HG6024.A3 D464 2012, ...
C++ design patterns and derivatives pricing Mark S. Joshi. by Series: Mathematics, finance, and risk
Edition: 2nd ed.
Publication details: Cambridge, UK ; New York : Cambridge University Press, 2008
Other title:
  • C Plus Plus design patterns and derivatives pricing
Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: HG6024.A3 J665 2008, ...
Interest rate models : theory and practice with smile, inflation, and credit / Damiano Brigo, Fabio Mercurio. by Series: Springer finance
Edition: 2nd ed.
Publication details: Berlin ; New York : Springer, 2006
Online resources:
Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: HB539.B785 2006, ...
Derivative Pricing in Discrete Time / Nigel J. Cutland, Alet Roux. by Series: Springer Undergraduate Mathematics Series
Availability: Items available for reference: Strathmore University (Main Library): Not for loan (1)Call number: HG6024.A3C885 2012.
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