/
|
Methods of Mathematical Finance-Karatzas Shreve.pdf
|
88.8 MB
|
International Finance and Open-Economy Macroeconomics.pdf
|
67.9 MB
|
Probability, Random Variables and Stochastic Processes - Papoulis.pdf
|
57.6 MB
|
Modelling Single-name and Multi-name Credit Derivatives.pdf
|
51.0 MB
|
Quantitative Trading.pdf
|
49.9 MB
|
Introduction to Mathematical Finance-Ross.pdf
|
39.3 MB
|
Options, Futures & Other Derivatives, Hull [8th Edition].pdf
|
37.8 MB
|
More Mathematical Finance, Mark Joshi.pdf
|
35.6 MB
|
Numerical Methods in Finance and Economics-A MATLAB Based Introduction-Brandimarte.pdf
|
34.6 MB
|
Martingale Methods in Financial Modelling-Musiela.pdf
|
33.0 MB
|
Quantitative Finance & Risk Management - A Physicist's Approach.pdf
|
31.8 MB
|
Foundations of Finance, Fama.pdf
|
28.5 MB
|
Encyclopedia of Finance, Lee.pdf
|
28.4 MB
|
Security markets stochastic models - Darrell Duffie.pdf
|
26.3 MB
|
Monte-Carlo Methods In Finance-Jackel.pdf
|
25.5 MB
|
Handbook of Quantitative Finance & Risk Management, Lee.pdf
|
24.7 MB
|
Diffusions, Markov Processes & Martingales I & II, Rogers & Williams.pdf
|
23.6 MB
|
Stochastic Partial Differential Equations And Applications - Math Da Prato G , Tubaro L.pdf
|
23.4 MB
|
Stochastic Optimal Control The Discrete Time Case - Dimitri P. Bertsekas.pdf
|
21.4 MB
|
Advances in Finance and Stochastics.pdf
|
21.0 MB
|
Probability & Finance, Shafer & Vovk.pdf
|
20.6 MB
|
Mathematical Methods for Foreign Exchange - A Financial Engineer's Approach.pdf
|
20.6 MB
|
Dynamic Asset Pricing, Darrell Duffie.pdf
|
20.2 MB
|
Heard on The Street.pdf
|
19.8 MB
|
Stochastic Integration and Differential Equations 2ed - Protter.pdf
|
19.4 MB
|
Asset Pricing & Portfolio Choice Theory, Kerry Back.pdf
|
18.4 MB
|
Financial Risk Management, Allen.pdf
|
18.1 MB
|
Credit Derivatives Pricing Models, Schonbucher.pdf
|
17.8 MB
|
Intermediate Financial Theory, Danthine & Donaldson.pdf
|
17.2 MB
|
Mathematical Finance-Fries.pdf
|
17.2 MB
|
Derivatives - The Theory & Practice of Financial Engineering, Paul Wilmott.pdf
|
16.8 MB
|
Paul Wilmott on Quantitative Finance Vol 1-3, 2nd Ed.pdf
|
15.6 MB
|
An Introduction to the Math of Financial Derivatives, Neftci.pdf
|
15.5 MB
|
Option Pricing - Mathematical Models & Computation, Wilmott, Dewynne & Howison.pdf
|
15.2 MB
|
Introduction to Quantitative Finance.pdf
|
14.5 MB
|
Arbitrage Theory in Continuous Time-Bjork.pdf
|
13.3 MB
|
A Primer for the Mathematics Of Financial Engineering with Solution, Stefanica.pdf
|
13.1 MB
|
Random Iterative Models.pdf
|
13.0 MB
|
The Mathematics of Financial Modelling-Fabozzi.pdf
|
12.0 MB
|
Statistics & Data Analysis for Financial Engineering, David Ruppert.pdf
|
12.0 MB
|
Database Modeling & Design, Teorey.pdf
|
11.7 MB
|
Implementing Models in Quantitative Finance, Fusai & Roncoroni.pdf
|
11.5 MB
|
The Mathematics Of Financial Derivatives.pdf
|
11.0 MB
|
Weak Convergence of Financial Markets, Prigent.pdf
|
10.7 MB
|
Stochastic Modeling in Economics and Finance - Jan Hurt.pdf
|
10.3 MB
|
Credit Risk Pricing Models, Schmid.pdf
|
10.3 MB
|
Stochastic Differential Equations & Applications II, Friedman.pdf
|
10.1 MB
|
Financial Enginneering & Computation - Principles, Mathematics & Algorithms.pdf
|
10.1 MB
|
Investment Analysis And Portfolio Management.pdf
|
9.9 MB
|
Interest Rate Modelling II - Term Structure Models.djvu
|
9.3 MB
|
Stochastic Dynamics - Crauel H , M.Gundlach.pdf
|
9.2 MB
|
Adaptive Algorithms and Stochastic Approximations.pdf
|
9.1 MB
|
The Mathematica Book, Wolfram.pdf
|
9.1 MB
|
Convergence Of Stochastic Processes - D.Pollard.pdf
|
9.1 MB
|
Brownian Motion, Hida.pdf
|
9.0 MB
|
Credit Risk - Pricing, Measurement & Management, Duffie & Singleton.pdf
|
9.0 MB
|
Exponential Functionals of Brownian Motion and Related Processes, Yor.pdf
|
8.8 MB
|
Financial Calculus, Baxter & Rennie.pdf
|
8.7 MB
|
Stochastic Calculus for Finance II, Shreve.pdf
|
7.9 MB
|
Credit Risk Valuation, Ammann.pdf
|
7.7 MB
|
Beginners Guide to R, Zuur.pdf
|
7.6 MB
|
Stochastic Process Limits - Ward Whitt.pdf
|
7.5 MB
|
Stochastic Differential Equations & Applications I, Friedman.pdf
|
7.5 MB
|
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance.pdf
|
7.4 MB
|
Markov Chains and Stochastic Stability - Meyn S.pdf
|
7.4 MB
|
Volatility & Correlation, Rebonato.pdf
|
7.4 MB
|
Interest Rate Models - Theory & Practice, Brigo & Mercurio.pdf
|
7.3 MB
|
Synthetic CDOs, Mounfield.pdf
|
7.1 MB
|
Mathematics for Finance - An Introduction to Financial Engineering-Capinski.pdf
|
6.8 MB
|
Active Portfolio Management, Grinold & Kahn.pdf
|
6.6 MB
|
Modelling Financial Derivatives with Mathematica.pdf
|
6.6 MB
|
Paul Wilmott Introduces Quantitative Finance.pdf
|
6.4 MB
|
Computational Methods for Quantitative Finance - Finite Element Methods for Derivative Pricing, Hilber et al.pdf
|
6.4 MB
|
Lectures on Financial Economics, Antonio Mele.pdf
|
6.2 MB
|
Optimal Control Models in Finance A New Computational Approach.pdf
|
5.9 MB
|
Nonlinear Optimization with Financial Applications.pdf
|
5.7 MB
|
Vault-Guide to Advanced Quant Interviews.pdf
|
5.7 MB
|
Handbooks in OR & Management Science - Financial Engineering.pdf
|
5.5 MB
|
Stochastic Portfolio Theory.pdf
|
5.5 MB
|
Introduction to Computational Finance & Financial Econometrics, Zivot & Martin.pdf
|
5.2 MB
|
Credit Risk, Bielecki & Rutkowski.djvu
|
5.2 MB
|
The Best of Wilmott I.pdf
|
5.2 MB
|
Inside Volatility Arbitrage-Javaheri.pdf
|
5.2 MB
|
Investment Science, Luenberger.djvu
|
5.1 MB
|
Probability & Finance - It's Only a Game, Shafer & Vovk.djvu
|
5.1 MB
|
The Best of Wilmott II.pdf
|
5.0 MB
|
Structured Finance The Object Oriented Approach.PDF
|
4.9 MB
|
Financial Modeling - A Backward Stochastic Differential Equations Perspective, Crepey.pdf
|
4.9 MB
|
Copula Methods in Finance.pdf
|
4.8 MB
|
Stochastic Calculus and Financial Applications, Steele.pdf
|
4.5 MB
|
Optimal Investment, Rogers.pdf
|
4.3 MB
|
Tools for Computational Finance, Seydel.pdf
|
4.2 MB
|
Advanced Derivative Pricing & Risk Management, Albanese & Campolieti.pdf
|
4.2 MB
|
From Stochastic Calculus to Mathematical Finance-Kabanov.pdf
|
4.1 MB
|
Applied Quantitative Finance.pdf
|
4.1 MB
|
Stochastic Integration with Jumps - Klaus Bichteler.pdf
|
4.1 MB
|
Computational Finance Numerical Methods.pdf
|
4.0 MB
|
Risk-Neutral Valuation, Bingham & Kiesel.djvu
|
3.9 MB
|
Empirical Dynamic Asset Pricing.pdf
|
3.9 MB
|
Stochastic Stability of Differential Equations.pdf
|
3.8 MB
|
Advanced Mathematical Methods for Finance, Nunno & Oksendal.pdf
|
3.8 MB
|
Exotic Option Pricing & Advanced Levy Models.pdf
|
3.6 MB
|
Neural Networks in Finance. Gaining Predictive Edge in the Market [McNelis P.D.].pdf
|
3.5 MB
|
Design Patterns, Gamma.pdf
|
3.5 MB
|
Introduction to Mathematical Finance-Pliska.djvu
|
3.1 MB
|
Asset Pricing, Cochrane.pdf
|
3.1 MB
|
Stochastic Methods In Finance - M. Morel, Cachan.pdf
|
3.0 MB
|
Microeconomics of Banking.pdf
|
3.0 MB
|
Quant Job Interview Questions & Answers, Mark Joshi et.al.pdf
|
3.0 MB
|
Principles of Financial Engineering, Neftci.pdf
|
2.9 MB
|
Financial Toolbox Matlab.pdf
|
2.9 MB
|
Bayesian Methods in Finance.pdf
|
2.8 MB
|
The Concepts & Practice of Mathematical Finance, Mark Joshi.pdf
|
2.8 MB
|
Security Analysis, Graham & Dodd.pdf
|
2.8 MB
|
The Mathematics of Arbitrage.pdf
|
2.8 MB
|
Stochastic Finance - An Introduction in Discrete Time, Follmer & Schied.pdf
|
2.7 MB
|
Stochastic Calculus for Finance I, Shreve.djvu
|
2.5 MB
|
A First Course In Stochastic Models - H. C. Tijms.pdf
|
2.5 MB
|
Efficient Methods for Valuing Interest Rate Derivatives, Pelsser.djvu
|
2.4 MB
|
Stochastic Ordinary and Stochastic Partial Differential Equations, Kotelenz.pdf
|
2.4 MB
|
Brownian Motion & Stochastic Calculus, Shreve & Karatzas.pdf
|
2.3 MB
|
Analytically Tractable Stochastic Stock Price Models, Gulisashvili.pdf
|
2.3 MB
|
International Macroeconomics and Finance - Theory and Empirical Methods (en_US).pdf
|
2.3 MB
|
Stochastic Calculus of Variations in Mathematical Finance, Malliavin & Thalmaier.pdf
|
2.2 MB
|
Introduction to Stochastic Calculus Applied to Finance, Lamberton & Lapeyre.pdf
|
2.2 MB
|
Mathematics of Financial Markets-Elliot & Kopp.pdf
|
2.1 MB
|
Programming Challenges, Skiena.pdf
|
2.0 MB
|
Recent Advances in Financial Engineering [2009].pdf
|
2.0 MB
|
Uncertain Volatility Models, Buff.djvu
|
1.9 MB
|
Simulation, Ross.djvu
|
1.9 MB
|
FAQs in Quantitative Finance.pdf
|
1.8 MB
|
John Campbell, Luis Viceira - Strategic Asset Allocation.pdf
|
1.8 MB
|
Engineering BGM, Alan Brace.pdf
|
1.8 MB
|
The Volatility Surface - A Practitioner's Guide, Jim Gatheral.pdf
|
1.8 MB
|
Binomial Models in Finance.pdf
|
1.7 MB
|
Quantitative Methods in Derivative Pricing, Tavella.pdf
|
1.7 MB
|
Financial Markets in Continuous Time, Dana.pdf
|
1.6 MB
|
Singular Stochastic Differential Equations - Cherny A, Englebert H.pdf
|
1.5 MB
|
How Would You Move Mount Fuji.pdf
|
1.5 MB
|
Stochastic Differential Equations, Oksendal.pdf
|
1.4 MB
|
Stochastic Processes and Stochastic Integration - Marcus Pivato.pdf
|
1.4 MB
|
Introduction To Stochastic Differential Equations 1.2 - Evans L C.pdf
|
1.3 MB
|
Financial Modeling with Levy Processes.pdf
|
1.3 MB
|
Optimization Methods in Finance, Cornuejols & Tutuncu.pdf
|
1.3 MB
|
Stochastic Calculus and Finance - Steven Shreve.pdf
|
1.3 MB
|
Equity Derivatives - Theory and Applications.pdf
|
1.1 MB
|
Applied Probability And Stochastic Processes - W lodzimierz Bryc.pdf
|
1.1 MB
|
Financial Mathematics.pdf
|
1.1 MB
|
Stochastic Calculus of Variations in Mathematical Finance.pdf
|
969.8 KB
|
An Introduction to the Math of Financial Derivatives - Solutions, Neftci.pdf
|
862.9 KB
|
Stochastic Differential Equations - Solutions II, Oksendal.pdf
|
767.4 KB
|
Financial Numerical Recipes in C++, Odegaard.pdf
|
733.2 KB
|
Interview Preparation - Quant Analysis.pdf
|
574.6 KB
|
Stochastic Calculus for Finance - Solutions I & II.pdf
|
554.7 KB
|
Stochastic Differential Equations - Solutions I, Oksendal.pdf
|
281.7 KB
|
Stochastic Calculus for Finance II - Errata, Shreve.pdf
|
212.6 KB
|
Numerical Recipes in C++ (Source Code V 3.02).rar
|
196.6 KB
|
Stochastic Calculus for Finance I - Errata, Shreve.pdf
|
144.5 KB
|
Financial Numerical Recipes in C++ (Source Code), Odegaard.zip
|
82.0 KB
|
/C++ Books/
|
C++ How to Program, Dietel [8Ed].pdf
|
58.9 MB
|
Large-Scale C++ Software Design, John Lakos.djvu
|
19.4 MB
|
More Effective C++, Scott Meyers.pdf
|
9.1 MB
|
C++ Primer, Lippman.pdf
|
8.1 MB
|
C++ Design Patterns & Derivative Pricing, Joshi.pdf
|
3.6 MB
|
Thinking in C++ - Volume 1.pdf
|
3.0 MB
|
Thinking in C++ - Volume 2.pdf
|
2.1 MB
|
Effective C++, Scott Meyers.pdf
|
1.8 MB
|
Effective STL, Scott Meyers.pdf
|
1.5 MB
|
More Exceptional C++, Herb Sutter.pdf
|
1.2 MB
|
/Titles in Bachelier Finance Society Series/
|
Discrete Time Series, Processes, and Applications in Finance, Zumbach.pdf
|
23.5 MB
|
Derivative Securities and Difference Methods [2013], Zhu, Chern & Sun.pdf
|
12.8 MB
|
Bachelier Congress 2000.pdf
|
9.8 MB
|
Advances in Experimental Markets, Cason, et al.pdf
|
9.6 MB
|
Computational Methods for Quantitative Finance - Finite Element Methods for Derivative Pricing.pdf
|
6.4 MB
|
Stock Market Modeling and Forecasting, Chen.pdf
|
5.9 MB
|
Statistics of Financial Markets - Exercises & Solutions.pdf
|
5.2 MB
|
Functionals of Multidimensional Diffusions with Applications to Finance [2013], Baldeaux & Platen.pdf
|
5.1 MB
|
Malliavin Calculus and Stochastic Analysis - A Festschrift in Honour of David Nualart.pdf
|
4.4 MB
|
Finance with Monte Carlo [2013], Shonkwiler.pdf
|
3.9 MB
|
Mathematical Risk Analysis, Ruschendorf.pdf
|
3.6 MB
|
Interest Rate Derivatives, Ingo Beyna.pdf
|
3.0 MB
|
Backward SDEs with Jumps & Their Actuarial & Financial Applications [2013], Delong.pdf
|
2.2 MB
|
Contract Theory in Continuous-Time Models.pdf
|
2.0 MB
|
Risk Measures and Attitudes.pdf
|
1.0 MB
|
Total files 184
|