Nicole El Karoui – författare
Visar alla böcker från författaren Nicole El Karoui. Handla med fri frakt och snabb leverans.
2 produkter
2 produkter
Del 1656 - Lecture Notes in Mathematics
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
Häftad, Engelska, 1997
539 kr
Skickas inom 10-15 vardagar
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 find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.
358 kr
Skickas inom 10-15 vardagar
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.