Introduction au calcul stochastique appliqué à la finance / Damien Lamberton, Bernard Lapeyre
Type de document : MonographieCollection : Mathématiques et applications, 9Langue : français.Pays: France.Éditeur : Paris : Ellipses, 1991Description : 1 vol. (167p.) ; 24 cmISBN: 2729847820.ISSN: 1154-483X.Sujet MSC : 60-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory90-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming
91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
Item type | Current library | Call number | Status | Date due | Barcode |
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Monographie | CMI Salle 1 | Séries SMA (Browse shelf(Opens below)) | Available | 10744-01 | |
Monographie | CMI Salle 1 | Séries SMA (Browse shelf(Opens below)) | Available | 10744-03 |
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