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1.
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INTRODUCTION TO OPTION PRICING THEORY
by Kallianpur,Gopinath | Karandikar,Rajeeva L. Material type: Book Description: x,268.Publisher: Birkhauser, Boston c2000Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.645 K126I] (1).
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2.
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AN INTRODUCTION TO FINANCIAL OPTION VALUATION
by Higham,Desmond J. Material type: 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).
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3.
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OPTION PRICING AND PORTFOLIO OPTIMIZATION
by Korn,Ralf | Korn,Elke. Material type: 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).
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4.
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COMPUTATIONAL METHODS FOR OPTION PRICING
by Achdou,Yves | Pironneau,Olivier. Material type: 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).
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5.
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FINANCIAL MARKETS
by Mel'Nikov,A. V. Material type: 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).
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6.
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Black-scholes and beyond
: option pricing models
by Chriss, Neil A. Material type: 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).
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7.
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Option pricing and estimation of financial models with R
by Iacus, Stefano M. Material type: 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).
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8.
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The black-scholes model
by Capinski, Marek | Kopp, Ekkehard. Material type: 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).
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9.
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Introduction to the mathematics of finance
: arbitrage and option pricing
by Roman, Steven. Edition: 2ndMaterial type: 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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