Documents liés : [19 document(s)]

Documents (Mots clés)

• [MathOuvrage] An Elementary introduction to stochastic interest rate modeling / Privault, Nicolas. -Hoboken NJ : World Scientific, 2012. - xiii, 228 p. ; 24 cm
  ISBN 9789814390859
  
• [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
  
• [IremOuvrage] Mathématiques et finance / Dir. Douady, Raphaël. -Paris : Pole, 2008. - 164 p. ; 24 cm
  ISBN 9782848840734
  
• [MathOuvrage] Indifference pricing / Ed. Carmona, René. -Princeton NJ : Princeton university Press, 2009. - xi, 414 p. ; 24 cm
  ISBN 98780691138831
  
• [MathOuvrage] Paris-Princeton lectures on mathematical finance 2010 / Cousin, Areski ; Crépey, Stéphane ; Guéant, Olivier ; et al.. -Berlin : Springer, 2010. - x, 359 p. ; 24 cm
  ISBN 9783642146596
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [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] 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] Credit derivatives pricing models / Schönbucher, Philipp J.. -Chichester : John Wiley, 2003. - xiv, 375 p. ; 25 cm
  ISBN 9780470842911
  
• [MathOuvrage] Theory of financial risk and derivative pricing / Bouchaud, Jean-Philippe ; Potters, Marc. -Cambridge : Cambridge university Press, 2003. - xx, 379 p. ; 26 cm
  ISBN 9780521819169
  
• [MathOuvrage] Quantitative modeling of derivative securities / Avellaneda, Marco ; Collab. Laurence, Peter. -Boca Raton FL, London, New York NY : Chapman and Hall;CRC press, 2000. - xii, 322 p. ; 26 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] Option pricing / Wilmott, Paul ; Dewynne, Jeff ; Howison, Sam. -Oxford : Oxford financial press, 1993. - xii, 457 p. ; 24 cm
  
• [MathOuvrage] Financial calculus / Baxter, Martin ; Rennie, Andrew. -Cambridge : Cambridge university Press, 1996. - ix, 233 p. ; 24 cm
  
• [MathOuvrage] Security markets, stochastic models / Duffie, Darrell. -New York : Academic press, 1988. - xx-358
  
• [MathOuvrage] Preistheorie. 2. Teil / Krelle, W.. -Tübingen : J. C. B. Mohr, 1976. - pag. mult.
  
• [MathOuvrage] Preistheorie. 1. Teil / Krelle, W.. -Tübingen : J. C. B. Mohr, 1976. - xvi, 540
  
• [MathOuvrage] Price theory / Ryan, W.J.L.. -New York : St. Martin's Press, 1977. - xvi, 399
  
• [MathOuvrage] Arbitrage pricing of contingent claims / Mueller, Sigrid. -Berlin : Springer, 1985. - viii, 151 p. ; 24 cm