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Stochastic calculus for finance
Shreve, Steven E. - 2004
Persistent link: https://www.econbiz.de/10001782371
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Stochastic finance : an introduction in discrete time
Föllmer, Hans; Schied, Alexander - 2002
Persistent link: https://www.econbiz.de/10001678895
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Financial modelling with jump processes
Cont, Rama; Tankov, Peter - 2004
Persistent link: https://www.econbiz.de/10001790344
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Continuous-time models
Shreve, Steven E. - 2004
Persistent link: https://www.econbiz.de/10002134250
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Stochastic finance : an introduction in discrete time
Föllmer, Hans; Schied, Alexander - 2004 - 2., rev. and extended ed.
Das Buch ist eine Einführung in die Finanzmathematik. Der erste Teil des Buchs untersucht ein einfaches einperiodiges …
Persistent link: https://www.econbiz.de/10002230492
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Mathematik in der modernen Finanzwelt : Derivate, Portfoliomodelle und Ratingverfahren
Reitz, Stefan - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008935908
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Introduction to stochastic calculus applied to finance
Lamberton, Damien; Lapeyre, Bernard - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003427489
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Continuous-time stochastic control and optimization with financial applications
Pham, Huyên - 2009
Persistent link: https://www.econbiz.de/10012878385
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Stochastic finance : an introduction in discrete time
Föllmer, Hans; Schied, Alexander - 2016 - Fourth revised and extended edition
Persistent link: https://www.econbiz.de/10014011565
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Stochastic finance : an introduction in discrete time
Föllmer, Hans - 2011 - 3., rev. and extend. ed.
Persistent link: https://www.econbiz.de/10014007402