Methods of mathematical finance. /

by Karatzas, Ioannis, Shreve, Steven E.
Published 1998

Modelling extremal events for insurance and finance. /

by Embrechts, Paul, Klueppelberg, Claudia, Mikosch, Thomas
Published 1997

Martingale methods in finacial modelling. /

by Musiela, Marek, Rutkowski, Marek
Published 1997

Numerical methods for stochastic control problems in continuous time. /

by Kushner, Harold J., Dupuis, Paul G.
Published 1992

Difference methods and their extrapolations /

by Marčuk, Gurij Ivanovič, Shaidurov, V.V
Published 1983

Heat Transfer. /

by Bayley, F.J, Owen, J.M, Turner, A.B
Published 1972