Kohn, Robert -- PDE for Finance (G63.2706.001)
GREEN BOX ARTICLES :
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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