Documents liés : [11 document(s)]

Documents (Mots clés)

• [MathOuvrage] Exotic option pricing and advanced Lévy models / Ed. Kyprianou, Andreas E. ; Ed. Schoutens, Wim ; Ed. Wilmott, Paul. -Chichester : John Wiley, 2005. - xxii, 320 p. ; 26 cm
  ISBN 9780470016848
  
• [MathOuvrage] Introduction to stochastic calculus with applications / Klebaner, Fima C.. -London : Imperial college press, 2012. - xiv, 438 p. ; 24 cm
  ISBN 9781848168312
  
• [MathOuvrage] Risk and financial management / Tapiero, Charles. -Chichester : John Wiley & Sons, 2004. - xv, 341 p. ; 24 cm
  ISBN 9780470849088
  
• [MathOuvrage] Introduction to stochastic calculus with applications / Klebaner, Fima C.. -London : Imperial college press, 2005. - xiii, 416 p. ; 23 cm
  ISBN 9781860945663
  
• [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] 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
  
• [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] Lévy processes in finance / Schoutens, Wim. -Chichester : John Wiley, 2003. - xv, 170 p. ; 24 cm
  
• [MathOuvrage] Option pricing, interest rates and risk management / Ed. Jouini, Elyès ; Ed. Cvitanic, Jaksa ; Ed. Musiela, Marek. -Cambridge : Cambridge university Press, 2001. - xvi, 669 p. ; 26 cm
  
• [MathOuvrage] Pricing and hedging of derivative securities / Nielsen, Lars Tyge. -Oxford : Oxford university Press, 1999. - xiii, 444 p. ; 24 cm