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21
Paris-Princeton Lectures on Mathematical Finance 2010 /
Heidelberg ; New York : Springer, 2011Format: Conference Proceeding Book
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22
Paris-Princeton Lectures on Mathematical Finance 2002 /
New York : Springer, 2003Format: Conference Proceeding Book
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23
Paris-Princeton Lectures on Mathematical Finance 2004 /
Berlin : Springer, 2007Format: Conference Proceeding Book
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24
Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 199...
Berlin : New York. Springer, 1997Table of Contents: “…Controlled Markov Processes, Viscosity Solutions and Applications to Mathematical Finance /…”
Format: Book
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25
Stochastic differential equations : an introduction with applications
Berlin ; New York : Springer, 1998Table of Contents: “…Application to Mathematical Finance --…”
5th ed.
Format: Book
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26
Taniguchi Conference on Mathematics Nara '98
[Tokyo, Japan] : Mathematical Society of Japan, 2001Table of Contents: “…Approximation of Expectation of Diffusion Process and Mathematical Finance /…”
Format: Conference Proceeding Book
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27
Essays on the future : in honor of Nick Metropolis
Boston : Birkhäuser, 2000Table of Contents: “…The Monte Carlo Method in Mathematical Finance /…”
Format: Book
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28
Optimization methods in finance
Cambridge, UK ; New York : Cambridge University Press, 2007“…Mathematics, finance, and risk…”
Format: Book
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29
C++ design patterns and derivatives pricing
Cambridge, UK ; New York : Cambridge University Press, 2004“…Mathematics, finance, and risk…”
Format: Book
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30
Option pricing, interest rates and risk management
Cambridge ; New York : Cambridge University Press, 2001“…Handbooks in mathematical finance…”
Format: Book
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31
Numerical methods in finance with C++
New York : Cambridge university press, 2012“…Mastering mathematical finance…”
Format: Book
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32
Risk-neutral valuation : pricing and hedging of financial derivatives
London ; New York : Springer, 1998Table of Contents: “…Mathematical Finance in Continuous Time -- 7. Incomplete Markets -- 8. …”
Format: Book
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33
Mathematics of derivative securities
Cambridge [England] ; New York : Cambridge University Press, 1997Format: Conference Proceeding Book
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34
Essentials of stochastic processes
New York ; London : Springer, 2012Table of Contents: “…Martingales -- 6. Mathematical finance -- A. Review of probability.…”
2nd ed.
Format: Book
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35
Lectures on the mathematics of finance
Providence, R.I. : American Mathematical Society, 1997Format: Book
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36
Stochastic differential equations : an introduction with applications
Berlin ; New York : Springer, 2003Table of Contents: “…Introduction -- Some mathematical preliminaries -- Ito integrals -- The Ito formula and the Martingale representation theorem -- Stochastic differential equations -- The filtering problem -- Diffusions: basic properties -- Other topics in diffusion theory -- Applications to boundary value problems -- Application to optimal stopping -- Application to stochastic control -- Application to mathematical finance.…”
6th ed.
Format: Book
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37
Moments, positive polynomials and their applications
London : Hackensack, NJ : Imperial College Press ; Distributed by World Scientific Pub., 2010Table of Contents: “…Application in Mathematical Finance -- 10. Application in Control -- 11. …”
Format: Book
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38
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39
Séminaire de probabilités XLVI
Cham [Switzerland] : Springer, 2014Format: Conference Proceeding Book
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40
Probability and statistics by example
Cambridge, UK ; New York : Cambridge University Press, 2005Format: Book