Documents liés : [8 document(s)]

Documents (Mots clés)

• [MathOuvrage] An Introduction to the mathematics of financial derivatives / Neftci, Salih N.. -Amsterdam : Academic press, 2000. - xxvii, 527 p. ; 24 cm
  ISBN 9780125153928
  
• [MathOuvrage] Stochastic implied volatility / Hafner, Reinhold. -Berlin : Springer, 2004. - xi, 229 p. ; 24 cm
  ISBN 9783540221838
  
• [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] A Game theory analysis of options / Ziegler, Alexandre. -Berlin : Springer, 2004. - xvi, 174 p. ; 24 cm
  ISBN 9783540206682
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathCongrès] Mathematical finance - Bachelier congress 2000 / Ed. Geman, Hélyette ; Ed. Madan, Dilip ; Ed. Pliska, Stanley R. ; Ed. Vorst, Ton. -Berlin, Heidelberg, New York NY : Springer, 2002. - x, 521 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Exponential functionals of brownian motion and related processes / Yor, Marc ; Collab. Geman, Hélyette ; Trad. Wilson, Stephen S.. -Berlin, Heidelberg, New York NY : Springer, 2001. - vii, 203 p. ; 24 cm
  https://link.springer.com/book/10.1007/978-3-642-56634-9
  
• [MathOuvrage] Introduction to stochastic calculus applied to finance / Lamberton, Damien ; Lapeyre, Bernard ; Trad. Rabeau, Nicolas ; Trad. Mantion, François. -Boca Raton FL, London, New York NY : Chapman and Hall;CRC press, 1996. - xi, 185 p. ; 24 cm
  
• [MathOuvrage] Introduction au calcul stochastique appliqué à la finance / Lamberton, Damien ; Lapeyre, Bernard. -Paris : Marketing, 1991. - 168 p. ; 24 cm