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Baxter, Martin W. and Rennie, Andrew J.O.:
Financial Calculus: An Introduction to Derivative Pricing.
Cambridge University Press, Cambridge, 2001. ISBN 0521552893. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Biermann, Bernd:
Die Mathematik von Zinsinstrumenten.
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Bingham, Nicholas H. and Kiesel, Rüdiger:
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Springer, London, 1998. ISBN 1852334584. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Björk, Thomas:
Arbitrage Theory in Continuous Time.
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Brigo, Damiano and Mercurio, Fabio:
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Springer, Berlin, 2001. ISBN 3540417729. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Cont, Rama and Tankov, Peter:
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Draper, Norman R. and Smith, Harry:
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Eckel, Bruce:
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Wiley, Hoboken, 2006. ISBN 0471792519. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Glasserman, Paul:
Monte-Carlo Methods in Financial Engineering.
Springer, New York, 2003. ISBN 0387004513. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Günther, Michael and Jüngel, Ansgar:
Finanzderivate mit MATLAB. Mathematische Modellierung und numerische Simulation.
Vieweg, Wiesbaden, 2003. ISBN 3528032049. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Hunt, Phil J. and Kennedy, Joanne E.:
Financial Derivatives in Theory and Practice.
Wiley, Chichester, 2004. ISBN 0470863595. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Jäckel, Peter:
Monte-Carlo Methods in Finance.
Wiley, Chichester, 2002. ISBN 047149741X. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Joshi, Mark S.:
The Concepts and Practice of Mathematical Finance.
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Karatzas, Ioannis and Shreve, Steven E.:
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Kloeden, Peter E. and Platen, Eckhard:
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Springer, Berlin, 1999. ISBN 3540540628. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Malliavin, Paul:
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Musiela, Marek and Rutkowski, Marek:
Martingale Methods in Financial Modeling: Theory and Applications.
Springer, Berlin, 1997. ISBN 354061477X. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Oestereich, Bernd:
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Øksendal, Bernt K.:
Stochastic Differential Equations: An Introduction with Applications.
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Paul, Wolfgang and Jörg, Baschnagel:
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Pelsser, Antoon:
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Protter, Philip E.:
Stochastic Integration and Differential Equations.
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Rebonato, Riccardo:
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond.
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Rogers, L. C. G. and Williams, David:
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Cambridge University Press, Cambridge, 2000. ISBN 0521775930. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Seydel, Rüdiger:
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Springer, Berlin, 2003. ISBN 3540406042. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Shiryaev, Albert N.:
Essentials of Stochastic Finance: Facts, Models, Theory.
World Scientific, Singapore, 1999. ISBN 9810236050. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Steele, J. Michael:
Stochastic Calculus and Financial Applications.
Springer, New York, 2001. ISBN 0387950168. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Tavella, Domingo and Randall, Curt:
Pricing Financial Instruments: The Finite Difference Method.
Wiley, Hoboken, 2000. ISBN 0471197602. [amazon.com] [amazon.co.uk] [amazon.de] [amazon.fr] |
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Ullenboom, Christian:
Java ist auch eine Insel.
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Wilmott, Paul:
Paul Wilmott on Quantitative Finance.
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Exotic Options: A Guide to Second Generation Options.
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