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2
by Karatzas, Ioannis, Shreve, Steven
Published 1998
Springer New York

4
by Karatzas, Ioannis, Shreve, Steven
Published 1998
Springer New York

9
by Chung, Kai Lai, AitSahlia, Farid
Published 2003
Springer New York
...In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written...

10
by Bingham, Nicholas H., Kiesel, Rudiger
Published 1998
Springer London
Table of Contents: ... -- 4. Mathematical Finance in Discrete Time -- 5. Stochastic Processes in Continuous Time -- 6...

11
by Bingham, Nicholas H., Kiesel, Rüdiger
Published 2004
Springer London
Table of Contents: ... -- 4. Mathematical Finance in Discrete Time -- 5. Stochastic Processes in Continuous Time -- 6...

12
by Bardi, Martino, Crandall, Michael G., Evans, Lawrence C., Soner, Halil M.
Published 1997
Springer Berlin Heidelberg
Table of Contents: ... -- Controlled markov processes, viscosity solutions and applications to mathematical finance -- Front...

13
by Øksendal, Bernt
Published 2003
Springer Berlin Heidelberg
Table of Contents: ... to Optimal Stopping -- Application to Stochastic Control -- Application to Mathematical Finance...

14
by Zagst, Rudi
Published 2002
Springer Berlin Heidelberg
Table of Contents: ...1 Introduction -- I Mathematical Finance Background -- 2 Stochastic Processes and Martingales -- 3...

15
Published 1999
Springer Netherlands
Table of Contents: ... processes and mathematical finance -- Variational methods in local and global non-smooth analysis -- BSDEs...

16
by Yor, Marc
Published 2001
Springer Berlin Heidelberg
Table of Contents: ... Options, and Perpetuities Mathematical Finance, Vol. 3, No. 4 (October 1993), 349–375 (with Hélyette Geman...

17
by Oksendal, Bernt
Published 1998
Springer Berlin Heidelberg
Table of Contents: ... to Mathematical Finance -- Appendix A: Normal Random Variables -- Appendix B: Conditional Expectation -- Appendix...

18
by Cutland, Nigel J.
Published 2000
Springer Berlin Heidelberg
Table of Contents: ... Sphere and the Infinite Dimensional Ornstein-Uhlenbeck Process -- Malliavin Calculus. Mathematical...

19
by Capinski, Marek, Zastawniak, Tomasz
Published 2003
Springer London
...Designed to form the basis of an undergraduate course in mathematical finance, this book builds...

20
by Hecker, Siegfried, Rota, Gian-Carlo
Published 2000
Birkhäuser
Table of Contents: ... Information Hiding -- VIII. The Monte Carlo Method in Mathematical Finance -- IX. A Future Basis for National...