Welcome to P K Kelkar Library, Online Public Access Catalogue (OPAC)

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1. INTRODUCTION TO OPTION PRICING THEORY

by Kallianpur,Gopinath | Karandikar,Rajeeva L.

Material type: book Book Description: x,268.Publisher: Birkhauser, Boston c2000Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.645 K126I] (1).

2. AN INTRODUCTION TO FINANCIAL OPTION VALUATION

by Higham,Desmond J.

Material type: book Book; Format: print ; Literary form: not fiction Description: xxi,273.Publisher: Cambridge Univ. Press, Cambridge 2004Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.6453 H537I] (1).

3. OPTION PRICING AND PORTFOLIO OPTIMIZATION

by Korn,Ralf | Korn,Elke.

Material type: book Book; Format: print ; Literary form: not fiction Description: xiv,253.Publisher: American Mathematical Society, Rhode Island 2001Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.63228 K843O] (1).

4. COMPUTATIONAL METHODS FOR OPTION PRICING

by Achdou,Yves | Pironneau,Olivier.

Material type: book Book; Format: print ; Literary form: not fiction Description: xviii,297.Publisher: Society For Industrial & Applied Math., Philadelphia 2005Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 322.645301519 AC44C] (1).

5. FINANCIAL MARKETS

by Mel'Nikov,A. V.

Material type: book Book; Format: print ; Literary form: not fiction Description: xiv,133.Publisher: American Mathematical Society, Providence 1999Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.645 M491F] (1).

6. Black-scholes and beyond : option pricing models

by Chriss, Neil A.

Material type: book Book; Format: print ; Literary form: not fiction Description: viii, 496p.Publisher: Boston Mc Graw Hill 1997Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.645 C461b] (1).

7. Option pricing and estimation of financial models with R

by Iacus, Stefano M.

Material type: book Book; Format: print ; Literary form: not fiction Description: xv, 456p.Publisher: Chichester John Wiley & Sons 2011Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.6453 Ia1o] (1).

8. The black-scholes model

by Capinski, Marek | Kopp, Ekkehard.

Material type: book Book; Format: print ; Literary form: not fiction Description: ix, 168p.Publisher: Cambridge Cambridge University Press 2012Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.6453 C172s] (1).

9. Introduction to the mathematics of finance : arbitrage and option pricing

by Roman, Steven.

Edition: 2ndMaterial type: book Book; Format: print ; Literary form: not fiction Description: xvi, 287p.Publisher: New York Springer 2012Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 330.0151 R661i2] (1).

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