Knife making stores generally sell the same epoxys that you can buy from your hardware store. DevCon 2-ton is a common brand. You only need to decide what length curing time you want to work with (5-min, 15-min, 30-min, etc.).
If you don't want to use screws or pins as an added measure, you need to be careful in how the scales will be epoxied. Both knife and scales need to be roughed-up to allow the adhesive to grip and hold on. Clamp them in place to allow proper curing. If you don't do it right, the scales may pop-off due to shock from chopping or batoning.