Biblioteca do Lab

Título Autor Editor
The Theory of Matrices MacDuffee, C.C. Chelsea Publishing Company
Subgame Consistent Economic Optimization Yeung, David W.K. Birkhäuser
Asset Pricing (Revised Edition) Cochrane, John H. Princeton
Indifference Pricing - Theory and Applications Edited by Rene Carmona
Martingale Methods in Financial Modelling Musiela, Marek & Rutkowski, Marek Springer
Mathematics for Finance - Na Introduction to Financial Engineering Capiński, Marek & Zastawniak, Tomasz Springer
Contemporary Quantitative Finance Chiarella, Carl & Novikov, Alexander (Editor) Springer
Frontiers in Quantitative Finance - Volatility and Credit Risk Modeling Cont, Rama (Editor) Wiley Finance
An Introduction to Analysis of Financial Data With R Tsay, Ruey S. Wiley Finance
Markets with Transaction Costs - Mathematical Theory Kabanov, Yuri & Safarian Mher Springer Finance
Modelling, Pricing and Hedging Counterparty Credit Exposure Cesari, Giovanni; Aquilina, John; Manda, Ion & others Springer Finance
Option Prices as Probabilities - A new look at Generalized Black-Scholes Formulae Profeta, Chrstophe; Roynette, Bernard & Yor, Marc Springer Finance
Derivatives Algorithms - Volume1 - Bones Hyer, Tom World Scientific
Global Derivative Debacles - From Theory to Malpractice Jacque, Laurent L. World Scientific
Efficient Methods for Valuing Interest Rate Derivatives Pelsser, Antoon Springer Finance
Mathematical and Statistical Methods for Actuarial Sciences and Finance Perna, Cira & Sibillo, Marilena (Editors) Springer
The Theory of Matrices (Matrix Theory) Gantmacher, F. R.  
Matrix Analysis Horn, Roger A. & Johnson, Charles R.  
Introduction to Matrix Computation Stewart, G. W. Academic Press, NY
Theory of Markov Processes Dynkin, E.B.  
Applied Stochastic Processes Lefebvre, Mario Springer
Matrix Iterative Analysis Varga, Richard S. Prentice-Hall, INC.
Computational Mathematics Demidovich, B.P. & Maron, I.A. MIR Publishers
Computer Solution of Linear Algebraic Systems Forsythe, George E. & Moler, Cleve B. Prentice-Hall, INC.
A First Course in Numerical Analysis Ralston, Anthony McGraw-Hill Book Company
Complex Analysis Ahlfors, Lars V. McGraw-Hill Book Company
Problems and Solutions in Mathematics Edited by Li Ta-Tsien World Scientific
Operational Methods in Applied Mathematics Carslaw, H.S. & Jaeger, J.C. Oxford University Press
Dictionary of Mathematical Sciences - German/English - Vol I Herland, Leo Frederick Ungar Publishing Co., NY
The Art of Computer Programming Knuth Addison Wesley
Thinking in Java Eckel, Bruce Prentice-Hall, INC.
Linear and Integer Programming vs Linear Integration and Counting Lassere, Jean Bernard Springer
Computational Methods of Linear Algebra Faddeev, D.K. & Faddeeva, V. N. W.H. Freeman and Company
Commodities and Commodity Derivatives Geman, Helyette

Wiley Finance