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1.
Monte carlo methods in financial engineering by Paul Glasserman by
  • Glasserman, Paul
Material type: Text Book
Publication details: New York Springer 2004
Availability: Items available for loan: Mathematics (1)Call number: 658.15501519282 P04.

2.
Theory of financial risk and derivative pricing by Jean-Philippe Bouchaud and Marc Potters by
  • Bouchaud, Jean-Philippe
  • Potters, Marc
Edition: 2nd ed.
Material type: Text Book
Publication details: Cambridge Cambridge University Press 2003
Availability: Items available for loan: Mathematics (1)Call number: 658.155 P03.

3.
Probability and finance: It's only a game by Glenn Shafer and Vladimir Vovk by
  • Shafer, Glenn
  • Vovk, Vladimir
Series: Wiley series in probability and statistics. Financial engineering section ;
Material type: Text Book
Publication details: New York John Wiley & Sons 2001
Availability: Items available for loan: Electrical Communication Engineering (1)Call number: 332.011 P01 (ECE).

4.
Economics of risk and time by Christian Gollier by
  • Gollier, Christian
Material type: Text Book
Publication details: London MIT Press 2001
Availability: Items available for loan: JRD Tata Memorial Library (1)Call number: 658.155 P01 (CAOS).

5.
Stochastic Calculus for Finance I The Binomial Asset Pricing Model by Steven E. Shreve by
  • Shreve E Steven,
Material type: Text Book
Publication details: New York ;London Springer 2005
Availability: Items available for loan: JRD Tata Memorial Library (1)Call number: 332.0151922 STE/S.

6.
Stochastic calculus for finance The binomial asset pricing model by Steven E. Shreve by
  • Shreve, Steven E,
Material type: Text Book
Publication details: New Delhi Spriger 2009
Availability: Items available for loan: Computer Science and Automation (1)Call number: 332.0151922 SHR.

7.
Stochastic calculus for finance II Continuous time-models by Steven E. Shreve by
  • Shreve, Steven E,
Material type: Text Book
Publication details: New York Springer 2004
Availability: Items available for loan: Computer Science and Automation (1)Call number: 332.0151922 SHR.

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