Documents liés : [14 document(s)]

Documents (Mots clés)

• [MathOuvrage] Stochastic analysis / Matsumoto, Hiroyuki ; Taniguchi, Setsuo. -Cambridge : Cambridge university Press, 2017. - xii, 346 p. ; 24 cm
  ISBN 9781107140516
  
• [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] Probability theory in finance / Dineen, Sean. -Providence RI : American mathematical Society, 2005. - xiii, 294 p. ; 26 cm
  ISBN 9780821839515
  
• [MathOuvrage] Stochastic financial models / Kennedy, Douglas. -Boca Raton FL : CRC press, 2010. - x, 257 p. ; 24 cm
  ISBN 9781420093452
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2011. - xi, 544 p. ; 24 cm
  ISBN 9783110218046
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2004. - xi, 459 p. ; 25 cm
  ISBN 9783110183463
  
• [MathOuvrage] Stochastic optimization in continuous time / Chang, Fwu-Ranq. -Cambridge : Cambridge university Press, 2004. - xvi, 326 p. ; 24 cm
  ISBN 9780521834063
  
• [MathOuvrage] An Introduction to the mathematics of financial derivatives / Neftci, Salih N.. -Amsterdam : Academic press, 2000. - xxvii, 527 p. ; 24 cm
  ISBN 9780125153928
  
• [MathOuvrage] Ecole d'été de probabilités de Saint-Flour XXX - 2000 / Ed. Albeverio, Sergio A. ; Ed. Schachermayer, Walter ; Ed. Talagrand, Michel ; Ed. Bernard, Pierre. -Berlin, Heidelberg, New York NY : Springer, 2003. - viii, 296 p. ; 24 cm
  https://link.springer.com/book/10.1007/3-540-44922-1
  
• [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] Non-gaussian Merton-Black-Scholes theory / Boyarchenko, Svetlana I. ; Levendorskii, Sergei Z.. -London, River Edge NJ, Singapore : World Scientific, 2002. - xxi, 398 p. ; 23 cm
  
• [MathOuvrage] Mathematical finance and probability / Koch Medina, Pablo ; Merino, Sandro. -Basel, Berlin, Boston MA : Birkhäuser, 2003. - viii, 328 p. ; 24 cm
  ISBN 9783764369217
  https://link.springer.com/book/10.1007/978-3-0348-8041-1
  
• [MathOuvrage] Financial markets in continuous time / Dana, Rose-Anne ; Jeanblanc-Picqué, Monique ; Trad. Kennedy, Anna. -Berlin, Heidelberg, New York NY : Springer, 2002. - xi, 324 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Marchés financiers en temps continu / Dana, Rose-Anne ; Jeanblanc-Picqué, Monique. -Paris : Economica, 1994. - 291 p. ; 24 cm