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Finanzmathematik
3
Optionspreistheorie
2
Stochastischer Prozess
2
Differentialgleichung
1
Extremwertstatistik
1
Financial Engineering
1
Funktionalanalysis
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Hilbert-Raum
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Kontrollsystem
1
Lehrbuch
1
Monte-Carlo-Simulation
1
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Portfolio Selection
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Regelungssystem
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Schätztheorie
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Spieltheorie
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Stabilität
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Stochastische Analysis
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Book / Working Paper
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English
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Musiela, Marek
2
Rutkowski, Marek
2
Balakrishnan, Alampallam V.
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Borovkov, Aleksandr A.
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Chaśminskij, Rafail Z.
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Embrechts, Paul
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Fernholz, Erhard Robert
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Glasserman, Paul
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Hijab, Omar
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Ibragimov, Il'dar A.
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Karatzas, Ioannis
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Klüppelberg, Claudia
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Mikosch, Thomas
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Shreve, Steven E.
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
12
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USB Cologne (EcoSocSci)
12
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1
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2003
Persistent link: https://www.econbiz.de/10004835643
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2
Stochastic portfolio theory
Fernholz, Erhard Robert
-
2002
Persistent link: https://www.econbiz.de/10004754275
Saved in:
3
Stochastic calculus and financial applications
Steele, John Michael
-
2001
Persistent link: https://www.econbiz.de/10004608564
Saved in:
4
Martingale methods in financial modelling
Musiela, Marek
;
Rutkowski, Marek
-
1998
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10004592440
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5
Methods of mathematical finance
Karatzas, Ioannis
;
Shreve, Steven E.
-
1998
Persistent link: https://www.econbiz.de/10004040539
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6
Martingale methods in financial modelling
Musiela, Marek
;
Rutkowski, Marek
-
1997
Persistent link: https://www.econbiz.de/10004317444
Saved in:
7
Modelling extremal events for insurance and finance
Embrechts, Paul
;
Klüppelberg, Claudia
;
Mikosch, Thomas
-
1997
Persistent link: https://www.econbiz.de/10004307347
Saved in:
8
Stabilization of control systems
Hijab, Omar
-
1987
-
1. [Dr.]
Persistent link: https://www.econbiz.de/10004390200
Saved in:
9
Statistical estimation : asymptotic theory
Ibragimov, Il'dar A.
;
Chaśminskij, Rafail Z.
-
1981
Persistent link: https://www.econbiz.de/10004558838
Saved in:
10
Game theory : lectures for economists and systems scientists
Vorob¤ev, Nikolaj N.
-
1977
Persistent link: https://www.econbiz.de/10009605113
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