Documents liés : [68 document(s)]

Documents (Mots clés)

• [MathOuvrage] Finance de marché / Poncet, Patrice ; Portait, Roland. -Paris, : Lefebvre Dalloz, 2023. - xv, 1163 p. ; 24 cm
  ISBN 9782247214839
  
• [MathOuvrage] Portfolio theory and arbitrage / Karatzas, Ioannis ; Kardaras, Constantinos. -Providence RI : American mathematical Society, 2021. - xvi, 309 p. ; 26 cm
  ISBN 9781470460143
  
• [MathOuvrage] Financial mathematics / Le Courtois, Olivier. -[s.l.] : Olivier Le Courtois, 2019. - v, 128 p. ; 23 cm
  ISBN 9781099200199
  
• [MathOuvrage] Actuarial finance / Boudreault, Mathieu ; Renaud, Jean-François. -Hoboken NJ : John Wiley, 2019. - xxiv, 564 p. ; 26 cm
  ISBN 9781119137009
  
• [MathOuvrage] Model-free hedging / Henry-Labordère, Pierre. -Boca Raton FL : Chapman and Hall;CRC press, 2017. - xiii, 190 p. ; 24 cm
  ISBN 9781138062238
  
• [MathOuvrage] The Concepts and practice of mathematical finance / Joshi, Mark S.. -Cambridge : Cambridge university Press, 2008. - vii, 539 p. ; 26 cm
  ISBN 9780521514088
  
• [MathOuvrage] Mathématiques financières / Devolder, Pierre ; Fox, Mathilde ; Vaguener, Francis. -Montreuil : Pearson education France, 2018. - xii, 435 p. ; 24 cm
  ISBN 9782326001763
  http://scd-rproxy.u-strasbg.fr/login?url=https://resolver.vitalsource.com/9782326055209
  
• [MathOuvrage] Change of time and change of measure / Barndorff-Nielsen, Ole E. ; Shiryaev, Albert N.. -Singapore : World Scientific, 2015. - xviii, 326 p. ; 24 cm
  ISBN 9789814678582
  
• [MathOuvrage] An Elementary introduction to stochastic interest rate modeling / Privault, Nicolas. -Hoboken NJ : World Scientific, 2012. - xiii, 228 p. ; 24 cm
  ISBN 9789814390859
  
• [MathOuvrage] Finance de marché / Portait, Roland ; Poncet, Patrice. -Paris : Dalloz, 2014. - xiii, 1082 p. ; 24 cm
  ISBN 9782247136957
  
• [MathOuvrage] Optimal stochastic control, stochastic target problems, and backward SDE / Touzi, Nizar. -New York NY : Springer, 2013. - x, 214 p. ; 24 cm
  ISBN 9781461442851
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-1-4614-4286-8
  
• [MathOuvrage] Change of time and change of measure / Barndorff-Nielsen, Ole E. ; Shiryaev, Albert N.. -Singapore : World Scientific, 2010. - xvi, 305 p. ; 24 cm
  ISBN 9789814324472
  
• [IremOuvrage] Mathématiques BTS CGO / Guichard, Jean ; Verlant, Bernard ; Verlant, Julien. -Malakoff : Foucher, 2013. - 359 p. ; 28 cm
  ISBN 9782216123827
  
• [MathOuvrage] The Black-Scholes model / Capinski, Marek ; Kopp, Ekkehard. -Cambridge : Cambridge university Press, 2012. - ix, 168 p. ; 23 cm
  ISBN 9780521173001
  
• [MathOuvrage] Handbook of numerical analysis. Vol. XV / Ed. Bensoussan, Alain ; Ed. Zhang, Qiang. -Amsterdam : North-Holland, 2009. - xv, 726 p. ; 25 cm
  ISBN 9780444518798
  
• [MathOuvrage] Paris-Princeton lectures on mathematical finance 2013 / Benth, Fred E. ; Crisan, Dan ; Guasoni, Paolo ; et al.. -Cham : Springer, 2013. - ix, 316 p. ; 24 cm
  ISBN 9783319004129
  https://link.springer.com/bookseries/304
  
• [MathOuvrage] Introduction to the mathematics of finance / Williams, Ruth J.. -Providence RI : American mathematical Society, 2006. - viii, 150 p. ; 26 cm
  ISBN 9780821839034
  
• [MathOuvrage] Probability theory in finance / Dineen, Sean. -Providence RI : American mathematical Society, 2005. - xiii, 294 p. ; 26 cm
  ISBN 9780821839515
  
• [MathOuvrage] Optimality and risk - Modern trends in mathematical finance / Ed. Delbaen, Freddy ; Ed. Rasonyi, Miklos ; Ed. Stricker, Christophe. -Berlin : Springer, 2009. - xviii, 266 p. ; 24 cm
  ISBN 9783642026072
  https://link.springer.com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-642-02608-9
  
• [MathOuvrage] Term-structure models / Filipovic, Damir. -Berlin : Springer, 2009. - xii, 256 p. ; 24 cm
  ISBN 9783540097266
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-540-68015-4
  
• [IremOuvrage] Leçons de mathématiques d'aujourd'hui. Volume 3 / Perthame, Benoît ; Rauch, Jeffrey ; El Karoui, Nicole ; et al.. -Paris : Cassini, 2007. - XIX-426 p. ; 19 cm
  ISBN 9782842250829
  
• [MathOuvrage] Peacocks and associated martingales, with explicit constructions / Hirsch, Francis ; Profeta, Christophe ; Roynette, Bernard ; Yor, Marc. -Milan : Bocconi university press;Springer, 2011. - xxxi, 384 p. ; 25 cm
  ISBN 9788847019072
  https://link.springer.com/bookseries/8762
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2011. - xi, 544 p. ; 24 cm
  ISBN 9783110218046
  
• [MathOuvrage] The Malliavin calculus and related topics / Nualart, David. -Berlin : Springer, 2006. - xiv, 382 p. ; 24 cm
  ISBN 9783540283287
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=1431-7028
  
• [MathOuvrage] Optimal stopping and free-boundary problems / Peskir, Goran ; Shiryaev, Albert N.. -Basel : Birkhäuser, 2006. - xxii, 500 p. ; 24 cm
  ISBN 9783764324193
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-7643-7390-0
  
• [MathOuvrage] Statistical analysis of extreme values / Reiss, Rolf-Dieter ; Thomas, Michael. -Basel : Birkhäuser, 2007. - xvii, 511 p. ; 24 cm
  ISBN 9783764372309
  https://link.springer.com/book/10.1007/978-3-0348-6336-0
  
• [MathOuvrage] Recursions for convolutions and compound distributions with insurance applications / Sundt, Bjorn ; Vernic, Raluca. -Berlin : Springer, 2010. - xv, 345 p. ; 24 cm
  ISBN 9783540928997
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=1869-6929
  
• [MathOuvrage] Theory of stochastic processes / Gusak, Dmytro ; Kukush, Alexander ; Kulik, Alexey ; Mishura, Yuliya ; Pilipenko, Andrey. -New York NY : Springer, 2010. - xii, 375 p. ; 24 cm
  ISBN 9780387878614
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=0941-3502
  
• [MathOuvrage] Risk and financial management / Tapiero, Charles. -Chichester : John Wiley & Sons, 2004. - xv, 341 p. ; 24 cm
  ISBN 9780470849088
  
• [MathOuvrage] Malliavin calculus and its applications / Nualart, David. -Providence RI : American mathematical Society, 2009. - viii, 85 p. ; 26 cm
  ISBN 9780821847794
  
• [MathOuvrage] Malliavin's calculus and applications in stochastic control and finance / Imkeller, Peter. -Warszawa : Institute of Mathematics, 2008. - 83 p. ; 21 cm
  ISBN 9788386806027
  
• [MathOuvrage] Optimisation et contrôle stochastique appliqués à la finance / Pham, Huyên. -Berlin : Springer, 2007. - xv, 186 p. ; 24 cm
  ISBN 9783540737360
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-540-73737-7
  
• [MathOuvrage] High risk scenarios and extremes / Balkema, Guus ; Embrechts, Paul. -Freiburg : European mathematical Society, 2007. - xiii, 375 p. ; 24 cm
  ISBN 9783037190357
  https://ems.press/books/zlam
  
• [MathOuvrage] Leçons de mathématiques d'aujourd'hui. Vol. 3 / Ed. Charpentier, Eric ; Ed. Nikolski, Nicolaï K. ; et al.. -Paris : Cassini, 2007. - xix, 426 p. ; 19 cm
  ISBN 9782842250829
  
• [MathOuvrage] Introduction to stochastic calculus for finance / Sondermann, Dieter. -Berlin : Springer, 2006. - x, 136 p. ; 23 cm
  ISBN 9783540348368
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/3-540-34837-9
  
• [MathOuvrage] Monte Carlo methods in financial engineering / Glasserman, Paul. -New York NY : Springer, 2003. - xiii, 596 p. ; 24 cm
  ISBN 9780387004518
  https://link.springer.com/book/10.1007/978-0-387-21617-1
  
• [MathOuvrage] Coherent risk measures / Delbaen, Freddy. -Pisa : Scuola Normale Superiore, 2002. - vi, 63 p. ; 24 cm
  
• [MathOuvrage] Numerical methods in finance / Ed. Breton, Michèle ; Ed. Ben-Ameur, Hatem. -New York NY : Springer, 2005. - xv, 258 p. ; 24 cm
  ISBN 9780387251172
  https://link.springer.com/book/10.1007/b106806
  
• [MathOuvrage] Quantitative risk management / McNeil, Alexander J. ; Frey, Rüdiger ; Embrechts, Paul. -Princeton NJ : Princeton university Press, 2005. - xv, 538 p. ; 24 cm
  ISBN 9780691122557
  
• [MathOuvrage] Processus stochastiques et applications / Bouleau, Nicolas. -Paris : Hermann, 2000. - vii, 280 p. ; 22 cm
  ISBN 9782705664060
  
• [MathOuvrage] Stochastic calculus for finance. Vol. II / Shreve, Steven E.. -New York NY : Springer, 2004. - xix, 550 p. ; 24 cm
  ISBN 9780387401010
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2004. - xi, 459 p. ; 25 cm
  ISBN 9783110183463
  
• [MathOuvrage] Stochastic calculus for finance. Vol. I / Shreve, Steven E.. -New York NY : Springer, 2004. - xv, 187 p. ; 24 cm
  ISBN 9780387401003
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Option theory with stochastic analysis / Benth, Fred E.. -Berlin : Springer, 2004. - x, 162 p. ; 24 cm
  ISBN 9783540405023
  https://link.springer.com/openurl.asp?genre=journal&issn=2191-6675
  
• [MathCongrès] Mathematics of finance / Ed. Yin, George ; Ed. Zhang, Qing. -Providence RI : American mathematical Society, 2004. - xii, 398 p. ; 26 cm
  ISBN 9780821834121
  
• [MathOuvrage] Introduction to the economics and mathematics of financial markets / Cvitanic, Jaksa ; Zapatero, Fernando. -Cambridge : The MIT press, 2004. - xxii, 494 p. ; 23 cm
  ISBN 9780262532655
  
• [MathOuvrage] Advanced credit risk analysis / Cossin, Didier ; Pirotte, Hugues. -Chichester, New York NY, Weinheim : John Wiley, 2001. - xiii, 357 p. ; 25 cm
  
• [MathOuvrage] A Course in financial calculus / Etheridge, Alison M.. -Cambridge : Cambridge university Press, 2002. - viii, 196 p. ; 25 cm
  
• [MathOuvrage] Interest rate models / Brigo, Damiano ; Mercurio, Fabio. -Berlin, Heidelberg, New York NY : Springer, 2001. - xxxv, 518 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2002. - ix, 422 p. ; 25 cm
  ISBN 9783110171198
  
• [MathOuvrage] Principe de la finance moderne / Goffin, Robert. -Paris : Economica, 2001. - 655 p. ; 24 cm
  
• [MathOuvrage] Ingénierie financière / Gensse, Pierre ; Topsacalian, Patrick. -Paris : Economica, 2001. - 350 p. ; 24 cm
  
• [MathOuvrage] Risque de taux d'intérêt et gestion bancaire / Augros, Jean-Claude ; Quéruel, Michel ; Préf. Vilon, Jean-Marc. -Paris : Economica, 2000. - 422 p. ; 24 cm
  
• [MathOuvrage] Financial economics / Ed. Panjer, Harry H. ; Boyle, Phelim P. ; Cox, Samuel H. ; Dufresne, Daniel ; et al.. -Schaumburg IL : Actuarial foundation, 1998. - xxxi, 669 p. ; 26 cm
  
• [MathOuvrage] Stochastic financial mathematics / Ed. Shiryaev, Albert N. ; Steklov Institute of mathematics. -Moscow : Maik Nauka;Interperiodica publishing, 2002. - 310 p. ; 28 cm
  
• [MathOuvrage] Stochastic calculus and financial applications / Steele, J. Michael. -New York NY : Springer, 2001. - ix, 300 p. ; 24 cm
  ISBN 9780387950167
  https://link.springer.com/bookseries/602
  
• [MathOuvrage] Interest rate management / Zagst, Rudi. -Berlin, Heidelberg, New York NY : Springer, 2002. - xv, 341 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Credit risk valuation / Ammann, Manuel. -Berlin, Heidelberg, New York NY : Springer, 2001. - x, 255 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Credit risk : modeling, valuation and hedging / Bielecki, Tomasz R. ; Rutkowski, Marek. -Berlin : Springer, 2002. - xviii, 500 p. ; 24 cm
  ISBN 9783540675938
  https://link.springer.com/book/10.1007/978-3-662-04821-4
  
• [MathCongrès] Conférence Moshé Flato 1999. Vol. I / Ed. Dito, Guiseppe ; Ed. Sternheimer, Daniel. -Boston MA, Dordrecht, London : Kluwer Academic Publishers, 2000. - x, 428 p. ; 25 cm
  
• [MathOuvrage] Stochastic processes / Paul, Wolfgang ; Baschnagel, Jörg. -Berlin, Heidelberg, New York NY : Springer, 1999. - xiii, 231 p. ; 24 cm
  https://link.springer.com/book/10.1007/978-3-319-00327-6
  
• [MathOuvrage] Consistency problems for Heath-Jarrow-Morton interest rate models / Filipovic, Damir. -Berlin, Heidelberg, New York NY : Springer, 2001. - viii, 134 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Statistical analysis of extreme values / Reiss, Rolf-Dieter ; Thomas, Michael. -Basel, Berlin, Boston MA : Birkhäuser, 2001. - xix, 443 p. ; 24 cm
  https://link.springer.com/book/10.1007/978-3-7643-7399-3
  
• [MathOuvrage] Stochastic processes for insurance and finance / Rolski, Tomasz ; Schmidli, Hanspeter ; Schmidt, Volker ; Teugels, Jozef. -Chichester, New York NY, Weinheim : John Wiley, 1999. - xviii, 654 p. ; 24 cm
  
• [MathOuvrage] Mathematical models of financial derivatives / Kwok, Yue-Kuen. -Singapore : Springer, 1998. - vii, 386 p. ; 24 cm
  https://dx.doi.org/10.1007/978-3-540-68688-0
  
• [MathOuvrage] Note di matematica, storia, cultura 2 / Ed. Dell'Aglio, Luca. -Milano : Springer, 1999. - ix, 139 p. ; 24 cm
  
• [MathCongrès] Trois applications des mathématiques / Morel, Jean-Michel ; Arnold, Vladimir I. ; Avellaneda, Marco ; Société mathématique de France. -Paris : Société mathématique de France, 1998. - 86 p. ; 24 cm
  
• [MathOuvrage] Martingale methods in financial modelling / Musiela, Marek ; Rutkowski, Marek. -Berlin, Heidelberg, New York NY : Springer, 1997. - xii, 512 p. ; 24 cm
  https://link.springer.com/bookseries/602