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Finance -- Mathematical models
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The concept ** Finance -- Mathematical models** represents the subject, aboutness, idea or notion of resources found in **University of Oklahoma Libraries**.

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Finance -- Mathematical models
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**Finance -- Mathematical models**represents the subject, aboutness, idea or notion of resources found in**University of Oklahoma Libraries**.- Label
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- A benchmark approach to quantitative finance
- A celebration of the ties that bind us: connections between actuarial science and mathematical finance
- A computer simulation model utilizing selected financial planning variables
- A fast track to structured finance modeling, monitoring, and valuation : jump start VBA
- A fast track to structured finance modeling, monitoring, and valuation : jump start VBA
- A first course in quantitative finance
- A quantitative framework to assess the risk-reward profile of non equity products
- ART AND SCIENCE OF FINANCIAL MODELING
- Advanced Financial Modelling
- Advanced analytical models : over 800 models and 300 applications from the Basel II Accord to Wall Street and beyond
- Advanced financial modelling
- Advanced quantitative finance with C++ : create and implement mathemtical models in C++ using quatitaive finance
- Advances in financial machine learning
- Advances in quantitative analysis of finance and accounting, Vol. 2, New series
- Advances in quantitative analysis of finance and accounting, Vol. 5
- Advances in quantitative analysis of finance and accounting, Vol. 6
- Advances in quantitative analysis of finance and accounting, Volume 1, New series
- Advances in quantitative analysis of finance and accounting, Volume 2, New series
- Advances in quantitative analysis of finance and accounting, Volume 4
- Advances in quantitative analysis of finance and accounting, Volume 4
- Advances in quantitative analysis of finance and accounting, Volume 5
- Advances in quantitative analysis of finance and accounting, Volume 6
- Advances in quantitative analysis of finance and accounting. New series
- An introduction to econophysics : correlations and complexity in finance
- An introduction to econophysics : correlations and complexity in finance
- An introduction to econophysics : correlations and complexity in finance
- An introduction to wavelet theory in finance : a wavelet multiscale approach
- An introduction to wavelets and other filtering methods in finance and economics
- An introduction to wavelets and other filtering methods in finance and economics
- Analyzing financial data and implementing financial models using R
- Applications of artificial intelligence in finance and economics
- Applied diffusion processes from engineering to finance
- Applied quantitative finance
- Applied quantitative finance : theory and computational tools
- Artificial higher order neural networks for economics and business
- Aspects of mathematical finance
- Asset Price Dynamics, Volatility, and Prediction
- Asset Pricing Theory
- Asset price dynamics, volatility, and prediction
- Asymptotic chaos expansions in finance : theory and practice
- Bayesian methods in finance
- Biologically inspired algorithms for financial modelling
- Building automated trading systems : with an introduction to Visual C++.NET 2005
- Complex and chaotic nonlinear dynamics : advances in economics and finance, mathematics and statistics
- Computational finance : numerical methods for pricing financial instruments
- Computational finance : numerical methods for pricing financial instruments
- Computational finance using C and C#
- Computational financial mathematics using Mathematica : optimal trading in stocks and options
- Computational methods for quantitative finance : finite element methods for derivative pricing
- Contemporary quantitative finance : essays in honour of Eckhard Platen
- Continuous-time finance
- Crisis, debt, and default : the effects of time preference, information, and coordination
- Data modeling of financial derivatives : a conceptual approach
- Discrete models of financial markets
- Dynamic modeling, empirical macroeconomics, and finance : essays in honor of Willi Semmler
- Dynamic models for volatility and heavy tails : with applications to financial and economic time series
- Dynamics of Markets : Econophysics and Finance
- Dynamics of markets : econophysics and finance from a physicist's standpoint
- Dynamics of markets : the new financial economics
- Economic and financial modeling of markets, institutions and instruments
- Econophysics : background and applications in economics, finance, and sociophysics
- Econophysics and financial economics : an emerging dialogue
- Elements of mathematics for economics and finance
- Empirical techniques in finance
- Empirical techniques in finance
- Finance : a characteristics approach
- Finance : a characteristics approach
- Finance at fields
- Finance theory and asset pricing
- Finance theory and asset pricing
- Financial Innovation
- Financial aggregation and index number theory
- Financial aggregation and index number theory
- Financial and macroeconomic connectedness : a network approach to measurement and monitoring
- Financial decision making under uncertainty
- Financial econometrics : problems, models, and methods
- Financial econometrics and empirical market microstructure
- Financial econometrics for researchers in finance and accounting
- Financial economics : a concise introduction to classical and behavioral finance
- Financial economics, risk and information : an introduction to methods and models
- Financial economics, risk and information : an introduction to methods and models
- Financial innovation : theories, models and regulation
- Financial modeling
- Financial modeling
- Financial modeling : a backward stochastic differential equations perspective
- Financial modeling for business owners and entrepreneurs : developing Excel models to raise capital, increase cash flow, improve operations, plan projects, and make decisions
- Financial modeling under non-gaussian distributions
- Financial models with Lévy processes and volatility clustering
- Financial products : an introduction using mathematics and Excel
- Financial signal processing and machine learning
- Fischer Black and the revolutionary idea of finance
- Fischer Black and the revolutionary idea of finance
- Fitting local volatility : analytic and numerical approaches in Back-Scholes and local variance gamma models
- Foundations for financial economics
- Fractal approaches for modeling financial assets and predicting crises
- Frequently asked questions in quantitative finance : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more
- Frequently asked questions in quantitative finance : including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and more
- Frequently asked questions in quantitative finance : including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and more
- Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more
- Frontiers in quantitative finance : volatility and credit risk modeling
- Fundamental models in financial theory
- Funds : private equity, hedge and all core structures
- Funds : private equity, hedge and all core structures
- Generalized Poisson Models and their Applications in Insurance and Finance
- Generalized hyperbolic secant distributions : with applications to finance
- Generalized poisson models and their applications in insurance and finance
- Getting it wrong : how faulty monetary statistics undermine the Fed, the financial system, and the economy
- Granularity theory with applications to finance and insurance
- Handbook of high-frequency trading and modeling in finance
- Handbook of quantitative finance, volumes I & II
- Heavy-tail phenomena : probabilistic and statistical modeling
- Hidden Markov models in finance
- How economic growth and inflation happen
- Implementing models in quantitative finance : methods and cases
- Inspired by finance : the Musiela festschrift
- Intelligent systems and financial forecasting
- Intelligent systems and financial forecasting
- Introductory stochastic analysis for finance and insurance
- Large deviations and asymptotic methods in finance
- Linear factor models in finance
- Linear factor models in finance
- Linear factor models in finance
- Louis Bachelier's theory of speculation : the origins of modern finance
- Louis Bachelier's theory of speculation : the origins of modern finance
- Market risk and financial markets modeling : Perm Winter School
- Markets with transaction costs
- Martingale methods in financial modelling
- Martingale methods in financial modelling
- Mathematical and statistical methods in insurance and finance
- Mathematical finance : core theory, problems, and statistical algorithms
- Mathematical methods and models in economic planning, management and budgeting
- Mathematical methods for financial markets
- Mathematical methods in finance and economics
- Mathematical methods in investment and finance.
- Mathematical models of economic growth and crises
- Mathematical techniques in finance : tools for incomplete markets
- Mathematical techniques in financial market trading
- Mathematical techniques in financial market trading
- Measuring risk in complex stochastic systems
- Measuring risk in complex stochastic systems
- Methods of mathematical finance
- Microeconomics of banking
- Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
- Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
- Modeling financial time series with S-plus
- Modelling irregularly spaced financial data : theory and practice of dynamic duration models
- Multi-factor models and signal processing techniques : application to quantitative finance
- Multi-factor models and signal processing techniques : application to quantitative finance
- Natural computing in computational finance, Volume 2
- New developments in financial modelling
- Non-Gaussian Merton-Black-Scholes theory
- Nonlinear time series models in empirical finance
- Numerical methods in finance
- Numerical methods in finance
- Numerical methods in finance : Bordeaux, June 2010
- Numerical methods in finance with C++
- Numerical techniques in finance
- Numerical techniques in finance
- Optimal control models in finance : a new computational approach
- Optimality and risk - modern trends in mathematical finance : the Kabanov festschrift
- Optimality and risk - modern trends in mathematical finance : the Kabanov festschrift
- Optimisation et contrôle stochastique appliqués à la finance
- Optimization methods in finance
- Optimization methods in finance
- Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
- PFI PPP financial modelling and analysis : a practical guide
- Partial differential equations in economics and finance
- Physics of finance : gauge modelling in non-equilibrium pricing
- Prices in financial markets
- Principles of financial economics
- Principles of financial economics
- Principles of financial economics
- Private equity financial modelling and analysis : a practical guide
- Pro Excel financial modeling : building models for technology startups
- Probability and statistical models : foundations for problems in reliability and financial mathematics
- Quantitative analysis of financial decisions
- Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market
- Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market
- Quantitative finance for physicists : an introduction
- Quantitative methods for financial analysis
- Quantitative risk management : concepts, techniques and tools
- RATS handbook to accompany introductory econometrics for finance
- Recent advances in computational finance
- Recent advances in computational finance
- Recent developments in computational finance : foundations, algorithms and applications
- Research in finance
- Risk-neutral valuation : pricing and hedging of financial derivatives
- Risk-neutral valuation : pricing and hedging of financial derivatives
- Semiparametric modeling of implied volatility
- Semiparametric modeling of implied volatility
- Simulation in computational finance and economics : tools and emerging applications
- Solving an empirical puzzle in the capital asset pricing model
- Statistical analysis of financial data in S-PLUS
- Statistical models and methods for financial markets
- Statistical portfolio estimation
- Statistics of financial markets : an introduction
- Statistics of financial markets : an introduction
- Statistics of financial markets : an introduction
- Statistics of financial markets : an introduction
- Statistics of financial markets : an introduction
- Statistics of financial markets : exercises and solutions
- Stochastic Calculus and Differential Equations for Physics and Finance
- Stochastic Calculus and Differential Equations for Physics and Finance
- Stochastic calculus and differential equations for physics and finance
- Stochastic calculus and differential equations for physics and finance
- Stochastic calculus for finance
- Stochastic calculus of variations in mathematical finance
- Stochastic calculus of variations in mathematical finance
- Stochastic dominance : an approach to decision-making under risk
- Stochastic filtering with applications in finance
- Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. summer school held in Bressanone/Brixen, Italy, July 6-12, 2003
- Stochastic modeling in economics and finance
- Stochastic processes, finance and control : a festschrift in honor of Robert J. Elliott
- Stochastic volatility : selected readings
- Stochastic volatility : selected readings
- Stochastics of environmental and financial economics : Centre of Advanced Study, Oslo, Norway, 2014-2015
- Structured finance modeling with object-oriented VBA
- System dynamics in economic and financial models
- Term-structure models : a graduate course
- The Black-Scholes-Merton model as an idealization of discrete-time economies
- The Fisher model and financial markets
- The Fisher model and financial markets
- The basics of financial modeling
- The demand for business loan credit
- The economic efficiency of financial markets
- The financial mathematics of market liquidity : from optimal execution to market making
- The handbook of financial modeling : a practical approach to creating and implementing valuation projection models
- The money formula : dodgy finance, pseudo science, and how mathematicians took over the markets
- The risk of financial modeling : VaR and the economic meltdown : hearing before the Subcommittee on Investigations and Oversight, Committee on Science and Technology, U.S. House of Representatives, One Hundred Eleventh Congress, first session, September 10, 2009
- The risk of financial modeling : VaR and the economic meltdown : hearing before the Subcommittee on Investigations and Oversight, Committee on Science and Technology, U.S. House of Representatives, One Hundred Eleventh Congress, first session, September 10, 2009
- The spread of financial sophistication through emerging markets worldwide
- The spread of financial sophistication through emerging markets worldwide
- The theory of financial markets and information
- Tools for computational finance
- Tools for computational finance
- Tools for computational finance
- Tools for computational finance
- Tools for computational finance
- Uncertain volatility models : theory and applications

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