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Books
Partial takeovers as put options / by Neville Hathaway.
Author / Creator:Hathaway, Neville J. (Neville John)
Publisher:Parkville, Vic. : Graduate School of Management, University of Melbourne, 1987.
Date:1987.
Call Numbers:Q332.6452072/2
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Continuous-time finance / Robert C. Merton ; foreword by Paul A. Samuelson.
Author / Creator:Merton, Robert C.
Publisher:Cambridge, Mass. : B. Blackwell, 1990.
Date:1990.
Call Numbers:N332.0118/1
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Books
A simple approximation for call option pricing / by Neville Hathaway.
Author / Creator:Hathaway, Neville J. (Neville John)
Publisher:[Carlton, Vic.] : University of Melbourne, Graduate School of Management, 1987.
Date:1987.
Call Numbers:Q332.6452/1
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Books
Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.
Author / Creator:McCulloch, James.
Publisher:Broadway, N.S.W. : University of Technology, Sydney, 2007.
Date:2007.
Call Numbers:N332.05/ 7
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The estimation of implied volatility from the Black-Scholes model : some new formulas and their applications / Steven Li.
Author / Creator:Li, Steven.
Publisher:Brisbane : Queensland University of Technology, School of Economics and Finance, 2003.
Date:2003.
Call Numbers:TQ039649
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Books
Pricing options under generalised GARCH and stochastic volatility processes / by Peter Ritchken and Rob Trevor.
Author / Creator:Ritchken, Peter.
Publisher:North Ryde : Centre for Studies in Money, Banking and Finance, Macquarie University, 1997.
Date:1997.
Call Numbers:N332.10994/40
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Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn.
Author / Creator:Korn, Ralf.
Publisher:Singapore ; River Edge, N.J. : World Scientific, 1997.
Date:1997.
Call Numbers:N332.6/ 117
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Books
An elementary introduction to mathematical finance : options and other topics / Sheldon M. Ross.
Author / Creator:Ross, Sheldon M.
Publisher:New York : Cambridge University Press, 2003.
Edition:2nd ed.
Date:2003.
Call Numbers:T0357728
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Partial takeovers as put options / by Neville Hathaway.

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Continuous-time finance / Robert C. Merton ; foreword by Paul A. Samuelson.

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A simple approximation for call option pricing / by Neville Hathaway.

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Optimal VWAP trading strategy and relative volume / James McCulloch and Vladimir Kazakov.

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The estimation of implied volatility from the Black-Scholes model : some new formulas and their applications / Steven Li.

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Pricing options under generalised GARCH and stochastic volatility processes / by Peter Ritchken and Rob Trevor.

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Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn.

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An elementary introduction to mathematical finance : options and other topics / Sheldon M. Ross.

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