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2015, Applied quantitative finance series, ISBN 1137462744, xxix, 244
Book
Advances in futures and options research, 1986
Journal
2000, ISBN 9781584880318, xii, 322
Book
Management science, ISSN 0025-1909, 09/2004, Volume 50, Issue 9, pp. 1222 - 1234
multiple state variables | Libor market model | real options | American options | option pricing | Monte Carlo simulation | Bermudan options | Bermudan swaptions | American option | Monte Carlo methods | Approximation | Management science | Working papers | Valuation | Standard deviation | Binomials | Martingales | Confidence interval | Option pricing | Real options | Multiple state variables | Business & Economics | Operations Research & Management Science | Social Sciences | Management | Technology | Science & Technology | American options; Bermudan options; Bermudan swaptions; Monte Carlo simulation; Libor market model; option pricing; multiple state variables; real options | Prices and rates | Monte Carlo method | Usage | Options (Finance) | Methods | Pricing | Studies | Algorithms | Simulation | Pricing policies | Mathematical models | Options markets
Journal Article
2011, 1, MIT Press Books, ISBN 9780262015998, Volume 1, xxvii, 488
Book
2011, 7th ed., ISBN 9780136103226
eBook
International journal of theoretical and applied finance, ISSN 0219-0249, 2014, Volume 17, Issue 4, pp. 1450028 - 1-1450028-32
Journal Article
2005, ISBN 9812563695, xi, 329
Book
2015, 2nd edition., ISBN 9780071818773, xiv, 570
Book
2015, ISBN 9780071833653, xvi, 317 pages
Book
Journal of financial and quantitative analysis, ISSN 0022-1090, 06/2010, Volume 45, Issue 3, pp. 641 - 662
Research Articles | Call options | Stock prices | Stock options | Price volatility | Predictability | ATMs | Put options | Stock markets | Skewed distribution | Options markets | Economics | Business & Economics | Social Sciences | Business, Finance | Stock redemption | Analysis | Forecasts and trends | Studies | Volatility | Rates of return | Securities markets | Options trading | Put & call options | Forecasting
Journal Article
Management science, ISSN 0025-1909, 07/2001, Volume 47, Issue 7, pp. 949 - 965
Barrier Options | Radial Ornstein-Uhlenbeck Process | CEV Model | Diffusion Processes | Path-Dependent Options | Lookback Options | Generalized Bessel Process | Call options | Brownian motion | Price volatility | Infinity | Market prices | Strike prices | Price elasticity | Sales rebates | Laplace transformation | Modeling | Business & Economics | Operations Research & Management Science | Social Sciences | Management | Technology | Science & Technology | Path-Dependent Options; Barrier Options; Lookback Options; Diffusion Processes; CEV Model; Generalized Bessel Process; Radial Ornstein-Uhlenbeck Process | Prices and rates | Research | Options (Finance) | Pricing | Studies | Economic models | Volatility | Purchase options | Hedging | Put & call options | Variance analysis | Constant elasticity of variance
Journal Article
2013, Routledge advances in risk management, ISBN 9780415826204, Volume 1, x, 87
Book
Applied mathematical finance., ISSN 1350-486X, 07/2017, Volume 24, Issue 4, pp. 337 - 386
delayed barrier options | Toeplitz | discretely monitored | fader option | Levy processes | fast Fouriertransform | Parasian | basis | CGMY | exotic option pricing | step option | knock out | Parisian options | occupation time derivatives | PROJ | barrier options | cumulative Parisian options | Augmentation | Matrix algebra | Robustness (mathematics) | Mathematical analysis | Barriers | Pricing | Options trading | Mathematical models | Matrix methods | Convergence
Journal Article
2010, 2nd ed., Wiley trading, ISBN 9780470481615, xviii, 381
Book
The Journal of finance (New York), ISSN 0022-1082, 10/2014, Volume 69, Issue 5, pp. 2279 - 2337
Call options | Stock prices | Stock options | Predictability | Put options | Financial portfolios | Skewed distribution | Modeling | Stock markets | Options markets | Economics | Business & Economics | Social Sciences | Business, Finance | Stocks | Analysis | Studies | Spread | Securities trading | Put & call options | Volatility | Rates of return
Journal Article
2003, Wiley finance series., ISBN 9780471492894, 390
eBook
2004, ISBN 9780691010397, xxxii, 471
Book