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|- Option Pricing Formulas-Excel Sheets - 0 B
|- World Scientific Exotic Options-Haug.pdf - 24.70 MB
|- Volatility and Correlation-Rebonato.pdf - 7.00 MB
|- The new market wizards-Schwager.pdf - 2.60 MB
|- Stock Market WIZARDS Interviews with America's Top Stock Traders.pdf - 6.10 MB
|- STOCHASTIC VOLATILITY-Neil shephard.pdf - 3.00 MB
|- Stochastic Integration And Differential Equations-Protter.pdf - 15.90 MB
|- Stochastic Integration and Differential Equations-Philip E. Protter.pdf - 2.60 B
| Stochastic Differential Equations-B·Oksendal.pdf - 1.30 MB
|- Stochastic calculus for finance II-Shreve S.E..pdf - 3.00 MB
|- Options, Futures, and Other Derivatives-Hull J.C.pdf - 4.80 MB
|- Option Valuation in Stochastic Volatility-Alan Lewis.pdf - 9.50 MB
|- Numerical Recipes The Art of Scientific Computing by William H. Press.pdf - 1.00 MB
|- Numeical Methods in Finance A MATLAB-Based Introductio-Paolo Brandimarte.pdf - 15.20 M
|- More Effective C++ 35 New Ways-Scott Meyers.pdf - 8.70 MB
|- Monte Carlo MethodS in Financial Engineering-Paul Glasserman.pdf - 13.20 MB
|- Monte Carlo Methods In Finance-Peter Jackel.pdf - 143.60 MB
|- Modern Pricing of Interest-Rate Derivatives-Rebonato.pdf - 81.00 MB
|- Modeling derivatives in C++-Justin London.pdf - 9.80 MB
|- Mathematical Methods for Foreign Exchange A Financial Engineer's Approach-Alex ipton.pdf - 19.60 MB
|- Martingale Method in Financial Modeling-Musiela M., Rutkowski M..pdf - 4.90 MB
|- Levy Processes in Finance-Wim Schoutens.pdf - 2.20 MB
|- Interest Rate Models Theory and Practice - Damiano Brigo Fabio Mercurio.pdf - 2.50 MB
|- InfetiousGreedDeceit.pdf - 1.60 MB
|- Frank_Partnoy_F.I.A.S.C.O.pdf - 989.00 kB
- Financial Modelling with Jumps-Rama Cont.pdf - 17.80 MB
|- Financial Engineering with Finite Elements-JURGEN TOPPER.pdf - 5.10 MB
|- Financia Calculus - An Introduction to Derivative Pricing-Martin axter&Rennie.pdf - 8.70 MB
|- Effective STL-revised-Myer.pdf - 1.30 MB
|- Effective C++-Meyer.pdf - 683.00 kB
|- Dynamic Hedging-managing vanilla and exotic options-Nassim Taleb.pdf - 21.20 B
|- Credit Risk Modeling-Theory and Applications-David Lando.pdf - 2.50 MB
|- Credit Derivative Models-Modelling Pricing and Implementation-Schoenbucher-art 2.pdf - 8.50 MB
|- Credit Derivtive Models-Modelling Pricing and Implementation-Schoenbucher-part 1.pdf - 8.50 MB
|- Copula Methos in Finance-UMBERTO CHERUBINI,ELISA LUCIANO,WALTER VECCHIATO.pdf - 4.60 MB
|- Conceps and Practice of Mathematical Finance-Mark Joshi.pdf - 2.70 MB
|- C++Design Patterns and Derivatives Pricing-Mark Joshi.pdf - 2.00 MB
|- Bjork-solution_sol.pdf - 252.00 kB
|- Arbitrage Theory in Continuous Time-Bjoerk Tomas.pdf - 12.60 MB
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