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, Probability theory and stochastic processes, Instructional exposition (textbooks, tutorial papers, etc.)90-01, Operations research, mathematical programming, Instructional exposition (textbooks, tutorial papers, etc.)
91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
60H10, Probability theory and stochastic processes -- Stochastic analysis, Stochastic ordinary differential equations
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Couloir | Séries SMA (Browse shelf) | Available | 10744-01 | |
| CMI Couloir | Séries SMA (Browse shelf) | Available | 10744-03 |
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