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Methods of mathematical finance I. Karatzas & S.E. Shreve

by Karatzas, I & Shreve, S.E | Shreve, S.E.

Series: Applications of mathematics 39 | Stochastic modelling & applied probabilityMaterial type: Text Text Publication details: New York Springer 1998Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.12 KARA.

Modelling extremal events for insurance & finance P. Embrechts, et al

by Embrechts, P., et al | Kluppelberg, C | Mikosch, T.

Series: Applications of mathematics 33 | Stochastic modelling & applied probabilityMaterial type: Text Text Publication details: Berlin Springer 1997Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.05+14.12 EMBR.

Monte carlo methods in financial engineering P. Glasserman

by Glasserman, P.

Series: Applications of mathematics 53 | Stochastic modelling & applied probabilityMaterial type: Text Text Publication details: New York Springer 2004Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 14.06+11.08 GLAS.

Numerical solution of stochastic differential equations P.E. Kloeden & E. Platen

by Kloeden, P.E & Platen, E | Platen, E.

Series: Applications of mathematics 23 | Stochastic modelling & applied probabilityMaterial type: Text Text Publication details: Berlin Springer 1992Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 11.07+16.01+16.03 KLOE.

Stochastic calculus & financial applications J.M. Steele

by Steele, J.M.

Series: Applications of mathematics 45 | Stochastic modelling & applied probabilityMaterial type: Text Text Publication details: New York Springer 2001Availability: Items available for loan: TIFR CAM Library (2)Location, call number: SERIES 14.06 16.03 STEE, ...

Stochastic controls hamiltonian systems & HJB equations J. Yong & X.Y. Zhou

by Yong, J & Zhou, X.Y | Zhou, X.Y.

Series: Applications of Mathematics 43 | stochastic modelling & applied probabilityMaterial type: Text Text Publication details: New York Springer 1999Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 16.06 Yong.

Stochastic simulation algorithms & analysis S. Asmussen & P.W. Glynn

by Asmussen, S & Glynn, P.W | Glynn, P.W.

Series: Applications of mathematics 57 | Stochastic modelling & applied probabilityMaterial type: Text Text Publication details: New York Springer 2007Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 16.03 ASMU.

Two scale stochastic systems asymptotic analysis & control Y. Kabanov & S. Pergamenshchikov

by Kabanov, Y & Pergamenshchikov, S | Pergamenshchikov, S.

Series: Applications of mathematics 49 | Stochastic modelling & applied probability 49Material type: Text Text Publication details: Berlin Springer 2003Availability: Items available for loan: TIFR CAM Library (1)Location, call number: SERIES 16.06+4.04 KABA.

Wave propagation & time reversal in randomly layered media J-P. Fouque, et al

by Fouque, J-P., et al | Garnier, J | Papanicolaou, G | Solna, K.

Series: Applications of mathematics 56 | Stochastic modelling & applied probabilityMaterial type: Text Text Publication details: New York Springer 2007Availability: Items available for loan: TIFR CAM Library (1).

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