Pascucci, Andrea.
Overview
| Works: | 2 works in 4 publications in 1 languages | |
|---|---|---|
Titles
Probability theory IIstochastic calculus /
by:
Pascucci, Andrea.; SpringerLink (Online service)
(Electronic resources)
Financial mathematicstheory and problems for multi-period models /
by:
Pascucci, Andrea.; Runggaldier, Wolfgang J.; SpringerLink (Online service)
(Electronic resources)
Calcolo stocastico per la finanza /
by:
Pascucci, Andrea.; SpringerLink (Online service)
(Electronic resources)
Kolmogorov operators and their applications
by:
Menozzi, Stéphan.; Pascucci, Andrea.; Polidoro, Sergio.; SpringerLink (Online service)
(Electronic resources)
PDE and martingale methods in option pricing
by:
Pascucci, Andrea.; SpringerLink (Online service)
(Electronic resources)
Probability theory.I,Random variables and distributions
by:
Pascucci, Andrea.; SpringerLink (Online service)
(Electronic resources)
Subjects
Mathematics in Business, Economics and Finance.
Quantitative Economics.
Differential equations.
Probability Theory and Stochastic Processes.
Applications of Mathematics.
Differential Equations.
Stochastic Processes.
Finance/Investment/Banking.
Mathematics.
Quantitative Finance.
Martingales (Mathematics)
Business mathematics.
Probability Theory.
Partial Differential Equations.
Economics/Management Science, general.
Probabilities.
Mathematical Modeling and Industrial Mathematics.
Theoretical, Mathematical and Computational Physics.
Finance/Banking.
Options (Finance)
Differential equations, Partial.
Stochastic differential equations.
Stochastic Analysis.