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Financial calculus : an introduction to derivative pricing
Baxter, Martin - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10000614304
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Fractals and scaling in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000635535
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Stochastic optimization models in finance
Ziemba, William T. (ed.); Vickson, R. G. (contributor) - 1975
Persistent link: https://www.econbiz.de/10000029923
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Time change, volatility, and turbulence
Barndorff-Nielsen, Ole E.; Schmiegel, Jürgen - In: Mathematical control theory and finance, (pp. 29-53). 2008
Persistent link: https://www.econbiz.de/10003755554
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Elementary calculus of financial mathematics
Roberts, A. J. - 2009
Persistent link: https://www.econbiz.de/10003756287
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An introduction to computational finance
Uǧur, Ömür - 2009
Persistent link: https://www.econbiz.de/10003742360
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Mathematical methods for financial markets
Jeanblanc, Monique; Yor, Marc; Chesney, Marc - 2009
Persistent link: https://www.econbiz.de/10003777520
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Mehrere Preisprozesse und Ausübungsbedingungen bei der Bewertung von Optionen
Rathgeber, Andreas W. - 2006
Persistent link: https://www.econbiz.de/10003328640
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Introduction to stochastic calculus for finance : a new didactic approach
Sondermann, Dieter - 2006 - 1. ed.
Persistent link: https://www.econbiz.de/10003328645
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Spectral calibration of exponential Lévy
Belomestny, Denis (contributor); Reiß, Markus (contributor) - 2006
Persistent link: https://www.econbiz.de/10003329635