IMS - Discrete Time Modelling and Derivative Securities

This list contains 9 titles

A course in Financial calculus Alison Etheridge. by
Publication details: Cambridge, UK ; New York : Cambridge University Press, 2002
Availability: Items available for loan: Strathmore University (Main Library) (6)Call number: HG6024.A3 E84 2002, ...
Financial calculus : an introduction to derivative pricing Martin Baxter, Andrew Rennie. by
Publication details: Cambridge ; New York, NY : Cambridge University Press, 1996
Availability: Items available for loan: Strathmore University (Main Library) (6)Call number: HG6024.A3.B39 1996, ...
Futures and options markets Trading in commodities and financials Blank, SC. ... [et al.] by
Publication details: New Jersey Prentice-Hall, Inc 1990
Online resources:
Availability: Items available for loan: Strathmore University (Main Library) (1)Call number: HG6024.A3B57.
Introduction to mathematical finance : discrete time models Stanley R. Pliska. by
Publication details: Malden, Mass. : Blackwell, 1997
Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: HG173.P55 1997, ...
Mathematics for finance : an introduction to financial engineering Marek Capiński, Tomasz Zastawniak. by Series: Springer undergraduate mathematics series
Edition: 2nd ed.
Publication details: London ; New York : Springer, c2011
Availability: Items available for loan: Strathmore University (Main Library) (5)Call number: HG106.C36 2011, ...
Risk-neutral valuation Pricing and hedging of financial derivatives Bingham, NH. and Kiesel, R. by
Edition: 2nd
Publication details: Middlesex, UK Springer-Verlag 2004
Availability: Items available for loan: Strathmore University (Main Library) (1)Call number: HG4515.2.B56 2004.
Stochastic calculus for finance I Steven E. Shreve. The binomial asset pricing model by Series: Springer finance. Textbook | Springer finance
Publication details: New York : Springer, c2004
Availability: Items available for loan: Strathmore University (Main Library) (7)Call number: HG106.S57 2004, ...
Stochastic calculus for finance II Steven E. Shreve. Continuous-Time Models by Series: Springer finance. Textbook | Springer finance
Publication details: New York : Springer, c2004
Availability: Items available for loan: Strathmore University (Main Library) (7)Call number: HG106 .S57 2004, ...
Stochastic finance [electronic resource] : an introduction in discrete time / by Hans Föllmer, Alexander Schied. by Series: Gruyter studies in mathematics ; 27.
Edition: 2nd rev. and extended ed.
Publication details: New York : Walter de Gruyter, 2004
Availability: http://site.ebrary.com/lib/strathmore/Doc?id=10194882 (1)

© Strathmore University Library Madaraka Estate Ole, Sangale Road P. O. Box 59857 00200 City Square Nairobi Kenya
Tel.: (+254) (0)703 034000/(0)703 034200/(0)703 034300 Fax.: (+254) (0)20-607498