Novas Aquisições (não minhas ...)

Cheguei aqui no Ibmec e tenho um email com uma notícia muito boa. Eu havia pedido para a nossa biblioteca comprar a coleção Springer Finance, que tem a fronteira de pesquisa em finanças. E hoje os livros foram disponibilizados. Eu tenho uma boa parte da coleção, mas mesmo assim são ótimas notícias.


* Mathematical finance - bachelier congress 2000: selected papers from the first world congress on the bachelier finance society, paris, june 29-july 1, 2000

* Mathematics of financial markets / Robert J. Elliott, Ekkehard Kopp

* The mathematics of arbitrage / Freddy Delbaen

* Risk and asset allocation / Attilio Meucci

* Creditrisk + in the banking industry / Matthias Gundlach, Frank Lehrbass

* Credit Risk: modeling, valuation and hedging / Tomasz R. Bielecki

* Credit risk pricing models: theory and practice / Bernd Schmid

* Risk-neutral valuation: Pricing and hedging of financial derivatives / N. H. Bingham, R. Kiesel

* Stochastic calculus for finance I: the binominal asset pricing model / Steven E. Shreve

* Stochastic calculus for finance II: continuous-time models / Steven E. Shreve

* Asset pricing: modeling and estimation / B. Philipp Kellerhals

* A course in derivative securities: introduction to theory and computation / Kerry Back

* Derivative securities and difference methods / You-lan Zhu, Xiaonan Wu, I-Liang Chern

* A benchmark approach to quantitative finance / Eckhard Platen, David Heath

* Binominal models in finance / John Van Der Hoek, Robert J. Elliott

* Financial modeling under non-gaussian distributions / Eric Jondeau, Ser-Huang Poon, Michael Rockinger

* Visual explorations in finance: with self-organizing maps / Guido Deboeck

* Interest-rate management / Rudi Zagst

* Interest rate models: an infinite dimensional stochastic analysis perspective / René A. Carmona, Michael R. Tehranchi

* Semiparametric modeling of implied volatility / Matthias R. Fengler

* Incomplete information and heterogeneous beliefs in continuous-time finance / Alexandre Ziegler

* Exponential functionals of brownian motion and related processes / Marc Yor

* Irrational exuberance reconsidered: the cross section of stck returns / Mathias Külpmann

* Uncertain volatility models: theory and application / Robert Buff


No livro Mathematical finance - bachelier congress 2000 tem uma entrevista muito legal sobre a vida do Bachelier, que foi quem inventou a moderna teoria de finanças em 1900. Só levou quase um século para assimilarem tudo ...