Laurence, Peter -- Special Topics In PDE's: Free Boundary Problems in Finance (G63.2620LAUR)

AUTHOR:Lamberton, Damien.
UNIFORM TITLE:Introduction au calcul stochastique appliqué à la finance. English
TITLE:Introduction to stochastic calculus applied to finance / Damien Lamberton and Bernard Lapeyre ; translated by Nicolas Rabeau and Francois Mantion.
EDITION:1st ed.
PUBLISHER:London ; New York : Chapman & Hall, 1996.
LOAN PERIOD:2 Hours
 
 
AUTHOR:Avellaneda, Marco 1955-
TITLE:Quantitative modeling of derivative securities : from theory to practice / Marco Avellaneda in collaboration with Peter Laurence.
PUBLISHER:Boca Raton, Fla. : Chapman & Hall, 1999.
LOAN PERIOD:2 Hours