1 - Handbook of numerical analysis. Volume XV : Special volume : Mathematical modelling and numerical methods in finance
Ciarlet, Philippe G. (1938-....) (Ed.)   /   Bensoussan, Alain (1940-....) (Ed.)   /   Zhang, Qiang (Ed.)

Cote : [79 CIA 09-15]

2 - Introduction to mathematical finance : discrete time models
Pliska, Stanley R.

Cote : [75.7 PLI 97]

3 - Introduction to stochastic calculus applied to finance
Lamberton, Damien   /   Lapeyre, Bernard   /   Mantion, F. (Trad.)   /   Rabeau, N. (Trad.)

Cote : [75.7 LAM 96]

4 - Stochastic calculus of variations in mathematical finance
Malliavin, Paul (1925-2010)   /   Thalmaier, Anton

Cote : [75.7 MAL 06]

5 - Stochastic processes from physics to finance
Paul, Wolfgang (1959-....)   /   Baschnagel, Jörg (1965-....)

Cote : [70.5 PAU 99]

6 - The interval market model in mathematical finance. Game-theoretic methods
Bernhard, Pierre   /   Engwerda, Jacob C.   /   Roorda, Berend   /   Schumacher, J. M.   /   Kolololtsov, Vassili (1959-....)   /   Saint-Pierre, Patrick   /   Aubin, Jean-Pierre (1939-....)

Cote : [75.7 BER 13]