Documents liés : [8 document(s)]

Documents (Mots clés)

• [MathOuvrage] Model-free hedging / Henry-Labordère, Pierre. -Boca Raton FL : Chapman and Hall;CRC press, 2017. - xiii, 190 p. ; 24 cm
  ISBN 9781138062238
  
• [MathOuvrage] Binomial models in finance / van der Hoek, John ; Elliott, Robert J.. -New York NY : Springer, 2006. - xiii, 303 p.; 24 cm
  ISBN 9780387258980
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Financial modelling with jump processes / Cont, Rama ; Tankov, Peter. -Boca Raton FL : Chapman and Hall;CRC press, 2004. - xvi, 535 p. ; 24 cm
  ISBN 9781584884132
  
• [MathOuvrage] Credit risk / Duffie, Darrell ; Singleton, Kenneth J.. -Princeton NJ : Princeton university Press, 2003. - xvi, 396 p. ; 24 cm
  ISBN 9780691090467
  
• [MathOuvrage] Stochastic implied volatility / Hafner, Reinhold. -Berlin : Springer, 2004. - xi, 229 p. ; 24 cm
  ISBN 9783540221838
  
• [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] 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