O'Reilly logo

Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues by Alain Ruttiens

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Bibliography

Leif B.G. ANDERSEN, Vladimir V. PITERBARG, Interest Rate Modeling, Atlantic Financial Press, 2010.

Kerry BACK, A Course in Derivative Securities, Springer, 2010, 370 p.

Carl R. BACON, Practical Portfolio Performance Measurement and Attribution, John Wiley & Sons, Ltd, Chichester, 2nd ed., 2008, 402 p.

Richard T. BAILLIE, Patrick C. McMAHON, The Foreign Exchange Market, Theory and Econometric Evidence, Cambridge University Press, 1990, 276 p.

H. Kent BAKER, John R. NOFSINGER, Behavioral Finance – Investors, Corporations, and Markets, John Wiley & Sons, Inc., Hoboken, 2010, 757 p.

Tomas BJORK, Arbitrage Theory in Continuous Time, Oxford University Press, 2009, 512 p.

Antulio N. BOMFIM, Understanding Credit Derivatives and Related Instruments, Academic Press, 2004, 368 p.

Damiano BRIGO, Fabio MERCURIO, Interest Rate Models – Theory and Practice, Springer Finance, 2nd, ed., 2006, 1037 p.

Patrick J. BROWN, Bond Markets: Structures and Yield Calculations, ISMA Publications, 1998, 96 p.

Gerald W. BUETOW, Frank J. FABOZZI, Valuation of Interest Rate Swaps and Swaptions, John Wiley & Sons, Inc., Hoboken, 2000, 248 p.

Galen BURGHARDT, Terry BELTON, The Treasury Bond Basis, McGraw-Hill, 3rd ed., 2005, 320 p.

John Y. CAMPBELL, Andrew W. LO, A. Craigh MACKINLAY, The Econometrics of Financial Markets, Princeton University Press, 1996, 632 p.

George CHACKO, Anders SJOMAN, Hideto MOTOHASHI, Vincent DESSAIN, Credit Derivatives, Pearson Prentice Hall, 2006, 272 p.

Moorhad CHOUDHRY, ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required