Search Results for - Narrowed by: 2005 - Finance. - Mathematics.SirsiDynix Enterprisehttps://catalog.iyte.edu.tr/client/en_US/default/default/qf$003dPUBDATE$002509Publication$002bDate$0025092005$0025092005$0026qf$003dSUBJECT$002509Subject$002509Finance.$002509Finance.$0026qf$003dSUBJECT$002509Subject$002509Mathematics.$002509Mathematics.$0026ps$003d300?2024-06-21T17:17:55ZMartingale Methods in Financial Modellingent://SD_ILS/0/SD_ILS:5089452024-06-21T17:17:55Z2024-06-21T17:17:55Zby Musiela, Marek. author.<br/><a href="http://dx.doi.org/10.1007/b137866">http://dx.doi.org/10.1007/b137866</a><br/>Format: Electronic Resources<br/>Applied Stochastic Control of Jump Diffusionsent://SD_ILS/0/SD_ILS:5088742024-06-21T17:17:55Z2024-06-21T17:17:55Zby Øksendal, Bernt. author.<br/><a href="http://dx.doi.org/10.1007/b137590">http://dx.doi.org/10.1007/b137590</a><br/>Format: Electronic Resources<br/>An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicineent://SD_ILS/0/SD_ILS:5060882024-06-21T17:17:55Z2024-06-21T17:17:55Zby Capasso, Vincenzo. author.<br/><a href="http://dx.doi.org/10.1007/b138900">http://dx.doi.org/10.1007/b138900</a><br/>Format: Electronic Resources<br/>Theory of Stochastic Differential Equations with Jumps and Applications Mathematical and Analytical Techniques with Applications to Engineeringent://SD_ILS/0/SD_ILS:5043672024-06-21T17:17:55Z2024-06-21T17:17:55Zby Situ, Rong. author.<br/><a href="http://dx.doi.org/10.1007/b106901">http://dx.doi.org/10.1007/b106901</a><br/>Format: Electronic Resources<br/>A Course in Derivative Securities Introduction to Theory and Computationent://SD_ILS/0/SD_ILS:5093282024-06-21T17:17:55Z2024-06-21T17:17:55Zby Back, Kerry. author.<br/><a href="http://dx.doi.org/10.1007/3-540-27900-8">http://dx.doi.org/10.1007/3-540-27900-8</a><br/>Format: Electronic Resources<br/>Risk and Asset Allocationent://SD_ILS/0/SD_ILS:5093302024-06-21T17:17:55Z2024-06-21T17:17:55Zby Meucci, Attilio. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-27904-4">http://dx.doi.org/10.1007/978-3-540-27904-4</a><br/>Format: Electronic Resources<br/>A Course in Credibility Theory and its Applicationsent://SD_ILS/0/SD_ILS:5095672024-06-21T17:17:55Z2024-06-21T17:17:55Zby Bühlmann, Hans. author.<br/><a href="http://dx.doi.org/10.1007/3-540-29273-X">http://dx.doi.org/10.1007/3-540-29273-X</a><br/>Format: Electronic Resources<br/>Semiparametric Modeling of Implied Volatilityent://SD_ILS/0/SD_ILS:5097652024-06-21T17:17:55Z2024-06-21T17:17:55Zby Fengler, Matthias R. author.<br/><a href="http://dx.doi.org/10.1007/3-540-30591-2">http://dx.doi.org/10.1007/3-540-30591-2</a><br/>Format: Electronic Resources<br/>Mathematics of Financial Marketsent://SD_ILS/0/SD_ILS:5040572024-06-21T17:17:55Z2024-06-21T17:17:55Zby Elliott, Robert J. author.<br/><a href="http://dx.doi.org/10.1007/b97681">http://dx.doi.org/10.1007/b97681</a><br/>Format: Electronic Resources<br/>