Kohn, Robert -- PDE for Finance (G63.2706.001)



  • Optimization in Economic Theory by A.K.Dixit 2nd Ed., Oxford Univ. Press
    TITLE :Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / M. Bardi ... [et al.] ; editors, I. Capuzzo Dolcetta, P.L. Lions. PUBLISHER :Berlin ; New York : Springer, c1997. SERIES :Lecture notes in mathematics (Springer-Verlag) ; 1660. AUTHOR :Baxter, Martin, 1968- TITLE :Financial calculus : an introduction to derivative pricing / Martin Baxter, Andrew Rennie. PUBLISHER :Cambridge [England] ; New York, NY : Cambridge University Press, 1996. AUTHOR :Bertsekas, Dimitri P. TITLE :Dynamic programming : deterministic and stochastic models / Dimitri P. Bertsekas. PUBLISHER :Englewood Cliffs, N.J. : Prentice-Hall, c1987. AUTHOR :Evans, Lawrence C., 1949- TITLE :Partial differential equations / Lawrence C. Evans. PUBLISHER :Providence, R.I. : American Mathematical Society, c1998. SERIES :Graduate studies in mathematics ; v. 19 AUTHOR :Fleming, Wendell Helms, 1928- TITLE :Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel. PUBLISHER :Berlin ; New York : Springer-Verlag, 1975. SERIES :Applications of mathematics ; 1 AUTHOR :John, Fritz, 1910- TITLE :Partial differential equations / Fritz John. EDITION :4th ed, 3d ed. PUBLISHER :New York : Springer-Verlag, c1982, c1978 SERIES :Applied mathematical sciences (Springer-Verlag New York Inc.) ; v. 1. AUTHOR :Neftci, Salih N. TITLE :An introduction to the mathematics of financial derivatives / Salih N. Neftci. PUBLISHER :San Diego : Academic Press, c1996. AUTHOR :Wilmott, Paul. TITLE :Option pricing : mathematical models and computation / Paul Wilmott, Jeff Dewynne, Sam Howison. PUBLISHER :Oxford : Oxford Financial Press, c1993. AUTHOR :Wilmott, Paul. TITLE :The mathematics of financial derivatives : a student introduction / Paul Wilmott, Sam Howison, Jeff Dewynne. PUBLISHER :Cambridge ; New York, N.Y. : Cambridge University Press, 1995 AUTHOR :Oksendal, B. K. (Bernt Karsten), 1945- TITLE :Stochastic differential equations : an introduction with applications / Bernt Oksendal. EDITION :5th ed. PUBLISHER :Berlin ; New York : Springer, c1998. AUTHOR :Macki, Jack. TITLE :Introduction to optimal control theory / Jack Macki and Aaron Strauss. PUBLISHER :New York : Springer-Verlag, c1982. DESCRIPTION :xiii, 165 p. : ill. ; 25 cm. SERIES :Undergraduate texts in mathematics ; ------------------------------------------------------------------------------
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