Search Results for Securities -- Prices. SirsiDynix Enterprise https://katalog.hacettepe.edu.tr/client/en_US/default/default/qu$003dSecurities$002b--$002bPrices.$0026ic$003dtrue$0026ps$003d300?dt=list 2024-11-24T06:47:36Z Computational methods in finance ent://SD_ILS/0/SD_ILS:363526 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Hirsa, Ali.<br/>Preferred Shelf Number&#160;HG6024.A3 H57 2013<br/>Format:&#160;Books<br/>Availability&#160;Beytepe Library~1<br/> Financial trading and investing ent://SD_ILS/0/SD_ILS:145733 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Teall, John L., 1958-<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;ScienceDirect <a href="http://www.sciencedirect.com/science/book/9780123918802">http://www.sciencedirect.com/science/book/9780123918802</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> What's behind the numbers? a guide to exposing financial chicanery and avoiding huge losses in your portfolio ent://SD_ILS/0/SD_ILS:292695 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Del Vecchio, John.&#160;Jacobs, Tom, 1956-<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<a href="http://mhebooklibrary.com/reader/whats-behind-numbers-guide-to-exposing-financial-chicanery-avoiding-huge-losses-in-your-portfolio">Subscription required</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Maverick trading professional techniques to create generational wealth ent://SD_ILS/0/SD_ILS:292713 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Fischer, Darren.&#160;Frohlich, Jon.&#160;Reinhold, Robb.<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<a href="http://mhebooklibrary.com/reader/maverick-trading-proven-strategies-for-generating-greater-profits-from-awardwinning-team-at">Subscription required</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> C++ design patterns and derivatives pricing ent://SD_ILS/0/SD_ILS:269894 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Joshi, M. S. (Mark Suresh)<br/>Preferred Shelf Number&#160;HG6024.A3 J665 2011<br/>Format:&#160;Books<br/>Availability&#160;Beytepe Library~1<br/> Beyond mechanical markets : asset price swings, risk, and the role of the state ent://SD_ILS/0/SD_ILS:375208 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Frydman, Roman, 1948-&#160;Goldberg, Michael D., 1958-<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<a href="http://www.jstor.org/stable/10.2307/j.ctt7s0v8">http://www.jstor.org/stable/10.2307/j.ctt7s0v8</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Forecasting expected returns in the financial markets ent://SD_ILS/0/SD_ILS:145875 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Satchell, S. (Stephen)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;ScienceDirect <a href="http://www.sciencedirect.com/science/book/9780750683210">http://www.sciencedirect.com/science/book/9780750683210</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Forecasting volatility in the financial markets ent://SD_ILS/0/SD_ILS:145935 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Knight, John L.&#160;Satchell, S. (Stephen)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;ScienceDirect <a href="http://www.sciencedirect.com/science/book/9780750669429">http://www.sciencedirect.com/science/book/9780750669429</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Mathematical finance theory, modeling, implementation ent://SD_ILS/0/SD_ILS:297045 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Fries, Christian, 1970-&#160;Wiley InterScience (Online service)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;Contributor biographical information <a href="http://catdir.loc.gov/catdir/enhancements/fy0739/2007011325-b.html">http://catdir.loc.gov/catdir/enhancements/fy0739/2007011325-b.html</a> John Wiley <a href="http://dx.doi.org/10.1002/9780470179789">http://dx.doi.org/10.1002/9780470179789</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Mathematical finance theory, modeling, implementation ent://SD_ILS/0/SD_ILS:318887 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Fries, Christian, 1970-<br/>Preferred Shelf Number&#160;ONLINE(318887.1)<br/>Electronic Access&#160;Ebook Library <a href="http://public.eblib.com/choice/publicfullrecord.aspx?p=315233">http://public.eblib.com/choice/publicfullrecord.aspx?p=315233</a> EBSCOhost <a href="http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=208045">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=208045</a> MyiLibrary <a href="http://www.myilibrary.com?id=97434">http://www.myilibrary.com?id=97434</a> MyiLibrary, Table of contents <a href="http://www.myilibrary.com?id=97434&ref=toc">http://www.myilibrary.com?id=97434&ref=toc</a> Table of contents only <a href="http://catdir.loc.gov/catdir/toc/ecip0713/2007011325.html">http://catdir.loc.gov/catdir/toc/ecip0713/2007011325.html</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Advanced derivatives pricing and risk management theory, tools and hands-on programming application ent://SD_ILS/0/SD_ILS:253395 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Albanese, Claudio.&#160;Campolieti, Giuseppe.<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;ScienceDirect <a href="http://www.sciencedirect.com/science/book/9780120476824">http://www.sciencedirect.com/science/book/9780120476824</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Finite difference methods in financial engineering : a partial differential equation approach ent://SD_ILS/0/SD_ILS:424254 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Duffy, Daniel J.<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<a href="https://doi.org/10.1002/9781118673447">Wiley Online Library</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Kazanma sanat&#305; ent://SD_ILS/0/SD_ILS:107378 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;&Ouml;zek&#351;i, An&#305;l.<br/>Preferred Shelf Number&#160;HG4529 O94 2005<br/>Format:&#160;Books<br/>Availability&#160;Beytepe Library~1<br/> Interest rate models : an introduction ent://SD_ILS/0/SD_ILS:377885 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Cairns, Andrew (Andrew J. G.)<br/>Preferred Shelf Number&#160;HG1621 C25 2004<br/>Format:&#160;Books<br/>Availability&#160;Beytepe Library~1<br/> Volatility and correlation : the perfect hedger and the fox ent://SD_ILS/0/SD_ILS:424220 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Rebonato, Riccardo.&#160;Rebonato, Riccardo. Volatility and correlation in the pricing of equity.<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<a href="https://doi.org/10.1002/9781118673539">Wiley Online Library</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> L&eacute;vy processes in finance pricing financial derivatives ent://SD_ILS/0/SD_ILS:301193 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Schoutens, Wim.&#160;John Wiley &amp; Sons.<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;John Wiley <a href="http://dx.doi.org/10.1002/0470870230">http://dx.doi.org/10.1002/0470870230</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Determining value : valuation models and financial statements ent://SD_ILS/0/SD_ILS:78491 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Barker, Richard, 1968-<br/>Preferred Shelf Number&#160;HG 4028.V3 B198 2001<br/>Format:&#160;Books<br/>Availability&#160;Beytepe Library~1<br/> Pricing derivative securities ent://SD_ILS/0/SD_ILS:84682 2024-11-24T06:47:36Z 2024-11-24T06:47:36Z Author&#160;Epps, T. W.<br/>Preferred Shelf Number&#160;HG 6024.A3 E66 2000<br/>Format:&#160;Books<br/>Availability&#160;Beytepe Library~1<br/>