<?xml version="1.0" encoding="utf-8" ?> <rss version="2.0" xmlns:opensearch="http://a9.com/-/spec/opensearch/1.1/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:atom="http://www.w3.org/2005/Atom"> <channel> <title> <![CDATA[BUE Library Search for '(su:{Options Finance})']]> </title> <!-- prettier-ignore-start --> <link> https://opac.bue.edu.eg//cgi-bin/koha/opac-search.pl?q=ccl=%28su%3A%7BOptions%20Finance%7D%29&#38;sort_by=relevance&#38;format=rss </link> <!-- prettier-ignore-end --> <atom:link rel="self" type="application/rss+xml" href="https://opac.bue.edu.eg//cgi-bin/koha/opac-search.pl?q=ccl=%28su%3A%7BOptions%20Finance%7D%29&#38;sort_by=relevance&#38;format=rss" /> <description> <![CDATA[ Search results for '(su:{Options Finance})' at BUE Library]]> </description> <opensearch:totalResults>18</opensearch:totalResults> <opensearch:startIndex>0</opensearch:startIndex> <opensearch:itemsPerPage>50</opensearch:itemsPerPage> <atom:link rel="search" type="application/opensearchdescription+xml" href="https://opac.bue.edu.eg//cgi-bin/koha/opac-search.pl?q=ccl=%28su%3A%7BOptions%20Finance%7D%29&#38;sort_by=relevance&#38;format=opensearchdescription" /> <opensearch:Query role="request" searchTerms="q%3Dccl%3D%2528su%253A%257BOptions%2520Finance%257D%2529" startPage="" /> <item> <title> Option theory with stochastic analysis : an introduction to mathematical finance / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=1274</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Benth, Fred Espen, .<br /> Berlin ; | New York : Springer, 2004 .<br /> x, 162 p. : 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=1274</guid> </item> <item> <title> Options markets / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=1757</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Cox, John C. .<br /> Englewood Cliffs, N.J. : Prentice-Hall, 1985 .<br /> ix, 498 p. : , Includes index. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=1757</guid> </item> <item> <title> Options on foreign exchange / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=2078</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By DeRosa, David F. .<br /> New York : John Wiley,2000 2000 .<br /> xiii, 222 p. : 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=2078</guid> </item> <item> <title> Trading natural gas : cash futures options and swaps / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=2182</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Sturm, Fletcher J. .<br /> Tulsa, Okla. : PennWell Books,1997 1997 .<br /> x, 206 p. : , Includes index. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=2182</guid> </item> <item> <title> Fundamentals of futures and options markets / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=2188</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull, John, .<br /> Upper Saddle River, N.J. : Pearson/Prentice Hall,2005 2005 .<br /> xxi, 550 p. : 26 cm. +.<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=2188</guid> </item> <item> <title> An introduction to derivatives &amp; risk management / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=8692</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Chance, Don M. .<br /> Mason, Ohio : Thomson/South-Western,c2008, 2004. 2008 .<br /> xiv, 675 p. : , Rev. ed. of: Introduction to derivatives and risk management. 5th ed. 2001. | Distributer: Baccah. 27 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=8692</guid> </item> <item> <title> An introduction to derivatives and risk management / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=17970</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Chance, Don M..<br /> [Canberra] : South- Western Cengage Learning, 2013 .<br /> xxi, 671 p . : , Index : p. 658-667. | Glossary : p. 635-657. | Appendix : p. 601-634. 26 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=17970</guid> </item> <item> <title> Black-Scholes and beyond : option pricing models / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=18695</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Chriss, Neil,.<br /> New York, United States : McGraw-Hill, 1997 .<br /> viii, 496 p. : , Includes indexes. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=18695</guid> </item> <item> <title> Trading options as a professional : techniques for market makers and experienced traders / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=18698</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Bittman, James B..<br /> New York, United States : McGraw-Hill, 2009 .<br /> xx, 356 p. : , Series statement from jacket. | Index : p. 345-356. 24 cm. +.<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=18698</guid> </item> <item> <title> Introduction to derivatives : options, futures, and swaps / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=18702</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Johnson, R. Stafford.<br /> New York, United States : Oxford University Press, 2009 .<br /> xxxvii, 776 p. : , Includes glossaries. | Index : p. 758-776. 26 cm. +.<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=18702</guid> </item> <item> <title> Fundamentals of futures and options markets / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=21254</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Hull, John,.<br /> Harlow : Pearson Education Limited, 2014 .<br /> ii, 580 p. : , Index : p. 573-579. | Glossary : p. 546-583. | Previous edition : 2011. 28 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=21254</guid> </item> <item> <title> Volatile markets made easy : trading stocks and options for increased profits / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=21777</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Cohen, Guy.<br /> Upper Saddle River : FT Press / Pearson Education, 2009 .<br /> xix, 332 p. : , Index : p. 323-332. | Glossary : p. 309-322. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=21777</guid> </item> <item> <title> How to calculate options prices and their greeks : exploring the black scholes model from delta to vega / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22566</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Ursone, Pierino,.<br /> Chichester : John Wiley &amp; Sons, 2015 .<br /> x, 208 p. : , Index : p. 205-208. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22566</guid> </item> <item> <title> The Heston model and its extensions in VBA / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22680</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Rouah, Fabrice,‏ ‎.<br /> Hoboken, New Jersey : John Wiley &amp; Sons, Inc., 2015 .<br /> xxiii, 322 p. : , Title on cover : The Heston model and its extensions in VBA + website. | Index : p. 319-322. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22680</guid> </item> <item> <title> FX option performance : an analysis of the value delivered by FX options since the start of the market / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22744</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By James, Jessica,‏.<br /> Chichester, West Sussex : John Wiley &amp; Sons Ltd, 2015 .<br /> xi, 252 p. : , Index : p. 247-252. | Glossary : p. 241-246. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22744</guid> </item> <item> <title> Financial derivatives : futures, forwards, swaps, options, corporate securities and credit default swaps / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22901</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Constantinides, George M..<br /> Singapore : World Scientific Publishing, 2015 .<br /> xi, 219 p. : 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=22901</guid> </item> <item> <title> The intelligent option investor : applying value investing to the world of options / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=23637</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Kobayashi-Solomon, Erik.<br /> New York : McGraw-Hill Education, 2015 .<br /> xvi, 317 p. : , Index : p. 305-317. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=23637</guid> </item> <item> <title> Understanding ETF options : profitable strategies for diversified, low-risk investing / </title> <dc:identifier>ISBN:</dc:identifier> <!-- prettier-ignore-start --> <link>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=23661</link> <!-- prettier-ignore-end --> <description> <![CDATA[ <p> By Trester, Kenneth R..<br /> New York : McGraw-Hill, 2012 .<br /> vi, 233 p. ; , Includes index. 24 cm..<br /> </p> ]]> </description> <guid>https://opac.bue.edu.eg//cgi-bin/koha/opac-detail.pl?biblionumber=23661</guid> </item> </channel> </rss>
