Nicole El Karoui – författare
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3 produkter
Financial Mathematics
Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Av Bruno Biais, Thomas Björk m. fl.
Häftad, 1997
551 kr
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Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers will …
Financial Mathematics
Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Av J.C. Rochet, Elyes Jouini m. fl.
E-bok, 2006
652 kr
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Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird''s eye view of the current "state of the art" and directions of research. For graduate students it will therefore serve as an introduction to the field while reseachers …
Stochastic Filtering at Saint-Flour
Av Nicole El Karoui, Etienne Pardoux m. fl.
Häftad, 2012
367 kr
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El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage.