Documents liés : [69 document(s)]

Documents (Mots clés)

• [MathOuvrage] Finance actuarielle / Parienté, Simon. -Montreuil : Pearson education France, 2016. - 384 p. ; 24 cm
  ISBN 9782326001305
  
• [MathOuvrage] Quantitative risk management / McNeil, Alexander J. ; Frey, Rüdiger ; Embrechts, Paul. -Princeton NJ : Princeton university Press, 2015. - xix, 699 p. ; 25 cm
  ISBN 9780691166278
  https://unistra-scholarvox-com.scd-rproxy.u-strasbg.fr/book/88827844
  
• [MathOuvrage] Stochastic volatility modeling / Bergomi, Lorenzo. -Boca Raton FL : Chapman and Hall;CRC press, 2016. - xvi, 506 p. ; 25 cm
  ISBN 9781482244069
  
• [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] Advanced modelling in finance using Excel and VBA / Jackson, Mary ; Staunton, Mike. -Chichester : John Wiley, 2001. - x, 263 p. ; 25 cm
  ISBN 9780471499220
  
• [MathOuvrage] Finance internationale et gestion des risques / Simon, Yves ; Roy, Sébastien. -Paris : Economica, 2013. - 447 p. ; 24 cm
  ISBN 9782717866100
  
• [MathOuvrage] Regression modeling with actuarial and financial applications / Frees, Edward W.. -Cambridge : Cambridge university Press, 2010. - xvii, 565 p. ; 25 cm
  ISBN 9780521135962
  
• [MathOuvrage] Financial modeling, actuarial valuation and solvency in Insurance / Wüthrich, Mario Valentin ; Merz, Michael. -Berlin : Springer, 2013. - xiv, 432 p. ; 24 cm
  ISBN 9783642313912
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Handbook of numerical analysis. Vol. XV / Ed. Bensoussan, Alain ; Ed. Zhang, Qiang. -Amsterdam : North-Holland, 2009. - xv, 726 p. ; 25 cm
  ISBN 9780444518798
  
• [MathOuvrage] Risk analysis in finance and insurance / Melnikov, Alexander. -Boca Raton FL : CRC press, 2011. - x, 318 p. ; 24 cm
  ISBN 9781420070521
  
• [IremOuvrage] Mathématiques et finance / Dir. Douady, Raphaël. -Paris : Pole, 2008. - 164 p. ; 24 cm
  ISBN 9782848840734
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2011. - xi, 544 p. ; 24 cm
  ISBN 9783110218046
  
• [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] Paris-Princeton lectures on mathematical finance 2004 / Carmona, René ; Ekeland, Ivar ; Kohatsu-Higa, Arturo ; Lasry, Jean-Michel ; Lions, Pierre-Louis ; Pham, Huyên ; Taflin, Erik. -Berlin : Springer, 2007. - x, 244 p. ; 24 cm
  ISBN 9783540733263
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Coherent risk measures / Delbaen, Freddy. -Pisa : Scuola Normale Superiore, 2002. - vi, 63 p. ; 24 cm
  
• [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] The Mathematics of arbitrage / Delbaen, Freddy ; Schachermayer, Walter. -Berlin : Springer, 2006. - xvi, 373 p. ; 24 cm
  ISBN 9783540219927
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-3-540-31299-4
  
• [MathOuvrage] Stochastic calculus of variations in mathematical finance / Malliavin, Paul ; Thalmaier, Anton. -Berlin : Springer, 2006. - xi, 142 p. ; 24 cm
  ISBN 9783540434313
  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] A Course in credibility and its applications / Bühlmann, Hans ; Gisler, Alois. -Berlin : Springer, 2005. - xviii, 331 p. ; 24 cm
  ISBN 9783540257530
  https://link.springer.com/openurl.asp?genre=journal&issn=2191-6675
  
• [MathOuvrage] Mathematical techniques in finance / Cerny, Ales. -Princeton NJ : Princeton university Press, 2004. - xviii, 378 p. ; 24 cm
  ISBN 9780691088075
  
• [MathOuvrage] Interest rate models / Cairns, Andrew J. G.. -Princeton NJ : Princeton university Press, 2004. - xii, 274 p. ; 24 cm
  ISBN 9780691118949
  
• [MathOuvrage] Credit risk / Duffie, Darrell ; Singleton, Kenneth J.. -Princeton NJ : Princeton university Press, 2003. - xvi, 396 p. ; 24 cm
  ISBN 9780691090467
  
• [MathOuvrage] Risk and asset allocation / Meucci, Attilio. -Berlin : Springer, 2005. - xxvi, 532 p. ; 24 cm
  ISBN 9783540222132
  https://link-springer-com.scd-rproxy.u-strasbg.fr/openurl.asp?genre=journal&issn=1616-0533
  
• [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] Paris-Princeton lectures on mathematical finance 2003 / Bielecki, Tomasz R. ; Björk, Tomas ; Jeanblanc-Picqué, Monique ; Rutkowski, Marek ; Scheinkman, José A. ; Xiong, Wei. -Berlin, Heidelberg, New York NY : Springer, 2004. - viii, 250 p. ; 24 cm
  ISBN 9783540222668
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathCongrès] Stochastic analysis and related topics in Kyoto / Ed. Kunita, Hiroshi ; Ed. Watanabe, Shinzo ; Ed. Takahashi, Yoichiro. -Japan : Mathematical Society of Japan, 2004. - 373 p. ; 24 cm
  ISBN 9784931469266
  http://www.mathbooks.org/cgi-bin/listvolumes/aspm
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2004. - xi, 459 p. ; 25 cm
  ISBN 9783110183463
  
• [MathOuvrage] Probability and finance / Shafer, Glenn ; Vovk, Vladimir. -New York NY : John Wiley, 2001. - xi, 414 p. ; 24 cm
  ISBN 9780471402268
  
• [MathOuvrage] Copula methods in finance / Cherubini, Umberto ; Luciano, Elisa ; Vecchiato,Walter. -Chichester : John Wiley, 2004. - xvi, 293 p. ; 25 cm
  ISBN 9780470863442
  
• [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] 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
  
• [MathCongrès] Stochastic methods in finance / Ed. Frittelli, Marco ; Ed. Runggaldier, Wolfgang. -Berlin : Springer, 2004. - xiii, 306 p. ; 24 cm
  ISBN 9783540229537
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [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
  
• [MathOuvrage] Statistics and finance / Ruppert, David. -New York NY : Springer, 2004. - xx, 473 p. ; 24 cm
  ISBN 9780387202709
  https://link.springer.com/bookseries/417
  
• [MathOuvrage] Optionsbewertung und Portfolio-Optimierung / Korn, Ralf ; Korn, Elke. -Braunschweig : Vieweg, 1999. - xiv, 294 p. ; 21 cm
  ISBN 9783528069827
  
• [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] Paris-Princeton lectures on mathematical finance 2002 / Bank, Peter ; Baudoin, Fabrice ; Föllmer, Hans ; Rogers, L.C.G. ; Soner, H. Mete ; Touzi, Nizar. -Berlin, Heidelberg, New York NY : Springer, 2003. - x, 172 p. ; 24 cm
  ISBN 9783540401933
  https://link.springer.com/openurl.asp?genre=journal&issn=0075-8434
  
• [MathOuvrage] Elementary probability theory / Chung, Kai Lai ; AitSahlia, Farid. -New York NY, Berlin, Heidelberg : Springer, 2003. - xiii, 402 p. ; 24 cm
  ISBN 9780387955780
  https://link-springer-com.scd-rproxy.u-strasbg.fr/book/10.1007/978-0-387-21548-8
  
• [MathOuvrage] Error calculus for finance and physics / Bouleau, Nicolas. -Berlin, New York NY : Walter de Gruyter, 2004. - x, 234 p. ; 25 cm
  
• [MathOuvrage] Lévy processes in finance / Schoutens, Wim. -Chichester : John Wiley, 2003. - xv, 170 p. ; 24 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
  
• [MathCongrès] In and out of equilibrium / Ed. Sidoravicius, Vladas. -Basel, Berlin, Boston MA : Birkhäuser, 2002. - vi, 472 p. ; 24 cm
  https://link.springer.com/bookseries/4839
  
• [MathCongrès] Seminar on stochastic analysis, random fields and applications III / Ed. Dalang, Robert C. ; Ed. Dozzi, Marco ; Ed. Russo, Francesco. -Basel : Birkhäuser, 1999. - xvii, 302 p. ; 24 cm
  https://link.springer.com/bookseries/4839
  
• [MathOuvrage] Tools for computational finance / Seydel, Ruediger. -Berlin, Heidelberg, New York NY : Springer, 2002. - xiv, 224 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=2191-6675
  
• [MathOuvrage] Numerical methods in finance / Brandimarte, Paolo. -New York NY : John Wiley, 2002. - 416 p. ; 23 cm
  
• [MathOuvrage] Elementary stochastic calculus with finance in view / Mikosch, Thomas. -Singapore : World Scientific, 1998. - ix, 212 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
  
• [MathOuvrage] Optimal portfolios / Korn, Ralf. -Singapore : World Scientific, 1997. - xi, 338 p. ; 23 cm
  
• [MathOuvrage] Interest rate models / Brigo, Damiano ; Mercurio, Fabio. -Berlin, Heidelberg, New York NY : Springer, 2001. - xxxv, 518 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Stochastic finance / Föllmer, Hans ; Schied, Alexander. -Berlin : Walter de Gruyter, 2002. - ix, 422 p. ; 25 cm
  ISBN 9783110171198
  
• [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] The Mathematics of financial derivatives / Wilmott, Paul ; Howison, Sam ; Dewynne, Jeff. -Cambridge : Cambridge university Press, 1995. - xiii, 317 p. ; 23 cm
  
• [MathOuvrage] Option pricing and portfolio optimization / Korn, Ralf ; Korn, Elke. -Providence RI : American mathematical Society, 2001. - xiv, 253 p. ; 26 cm
  
• [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
  
• [MathCongrès] Probability theory and applications / Ed. Hsu, Elton P. ; Ed. Varadhan, S.R.S.. -Providence RI : American mathematical Society;Institute for Advanced Study, 1999. - x, 374 p. ; 26 cm
  
• [MathOuvrage] Mathematical models of financial derivatives / Kwok, Yue-Kuen. -Singapore : Springer, 1998. - vii, 386 p. ; 24 cm
  https://dx.doi.org/10.1007/978-3-540-68688-0
  
• [MathOuvrage] An Introduction to mathematical finance / Ross, Sheldon M.. -Cambridge : Cambridge university Press, 1999. - xv, 184 p. ; 24 cm
  
• [MathOuvrage] Risk-neutral valuation / Bingham, Nicholas H. ; Kiesel, Ruediger. -London : Springer, 1998. - 296 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathOuvrage] Essentials of stochastic finance / Shiryaev, Albert N. ; Trad. Kruzhilin, N. G.. -London, River Edge NJ, Singapore : World Scientific, 1999. - xvi, 834 p. ; 23 cm
  
• [MathOuvrage] Mathematics of financial markets / Elliott, Robert J. ; Kopp, Ekkehard. -New York NY : Springer, 1999. - ix, 292 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=1616-0533
  
• [MathCongrès] Seminar on stochastic analysis, random fields and applications II / Ed. Dalang, Robert C. ; Ed. Dozzi, Marco ; Ed. Russo, Francesco. -Basel : Birkhäuser, 1999. - x, 300 p. ; 24 cm
  https://link.springer.com/bookseries/4839
  
• [MathOuvrage] Methods of mathematical finance / Karatzas, Ioannis ; Shreve, Steven E.. -New York NY : Springer, 1998. - xv, 407 p. ; 24 cm
  ISBN 9780387948393
  https://link.springer.com/bookseries/602
  
• [MathOuvrage] Martingale methods in financial modelling / Musiela, Marek ; Rutkowski, Marek. -Berlin, Heidelberg, New York NY : Springer, 1997. - xii, 512 p. ; 24 cm
  https://link.springer.com/bookseries/602
  
• [MathOuvrage] Numerical solution of SDE through computer experiments / Kloeden, Peter E. ; Platen, Eckhard ; Schurz, Henri. -Berlin, Heidelberg, New York NY : Springer, 1997. - xiv, 292 p. ; 24 cm
  https://link.springer.com/openurl.asp?genre=journal&issn=2191-6675
  
• [MathOuvrage] Promenade aléatoire / Benaïm, Michel ; El Karoui, Nicole. -Palaiseau : Editions de l'école polytechnique, 2004. - 312 p. ; 24 cm
  ISBN 9782730211680