Add to ORKGIn this paper we illustrate the interplay between Mathematics and Finance, pointing out the relevance of stochastic calculus and mathematical modelling in some important aspects of modern finance. We present two types of mathematical models: the binomial asset pricing model and continuous-time models. We point out some sensitive points of research.info:eu-repo/semantics/publishedVersio
This book explains key financial concepts, mathematical tools and theories of mathematical finance. ...
rédigé en mars 2006This document presents my work in mathematical finance and numerical probability ...
rédigé en mars 2006This document presents my work in mathematical finance and numerical probability ...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional...
The goal of this thesis in finance is to combine the use of advanced mathematical methods with a ret...
AbstractWe present an introduction to mathematical Finance Theory for mathematicians. The approach i...
The role of the financial mathematician is to find solutions to problems in finance through the appl...
The role of the financial mathematician is to find solutions to problems in finance through the appl...
The role of the financial mathematician is to find solutions to problems in finance through the appl...
Stochastic processes of common use in mathematical finance are presented throughout this book, which...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
Stochastic Calculus has been applied to the problem of pricing financial derivatives since 1973 when...
In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on...
This book explains key financial concepts, mathematical tools and theories of mathematical finance. ...
rédigé en mars 2006This document presents my work in mathematical finance and numerical probability ...
rédigé en mars 2006This document presents my work in mathematical finance and numerical probability ...
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional...
The goal of this thesis in finance is to combine the use of advanced mathematical methods with a ret...
AbstractWe present an introduction to mathematical Finance Theory for mathematicians. The approach i...
The role of the financial mathematician is to find solutions to problems in finance through the appl...
The role of the financial mathematician is to find solutions to problems in finance through the appl...
The role of the financial mathematician is to find solutions to problems in finance through the appl...
Stochastic processes of common use in mathematical finance are presented throughout this book, which...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
The objective of this book is to give a self-contained presentation to the theory underlying the val...
Stochastic Calculus has been applied to the problem of pricing financial derivatives since 1973 when...
In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on...
This book explains key financial concepts, mathematical tools and theories of mathematical finance. ...
rédigé en mars 2006This document presents my work in mathematical finance and numerical probability ...
rédigé en mars 2006This document presents my work in mathematical finance and numerical probability ...