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7 documents ordered by : Date Title first author name document type Submit date

Asymptotic analysis of singularly perturbed dynamical systems. Jacek B. 3ème cycle (2007) 76 pages [cel-00398596 - version 1]

Discrete Stochastic Models for Finance. Diener F. et al 3ème cycle (2007) 59 pages [cel-00392218 - version 1]

Continuous time models in Finance and Stochastic calculus. Diener F. 3ème cycle (2007) 23 pages [cel-00392217 - version 1]

Notes on Numerical Methods for Partial Differential Equations in Finance. Printems J. 3ème cycle (2007) 59 pages [cel-00392215 - version 1]

Introduction to Numerical Methods in Probability for Finance. Pagès G. 3ème cycle (2007) 71 pages [cel-00392214 - version 1]

Optimization methods in portfolio management and option hedging. Pham H. 3ème cycle (2007) 27 pages [cel-00392212 - version 1]

Valuation and Hedging of Credit Derivatives. Tomasz R. B. et al 3eme cycle (2007) 165 pages [cel-00398075 - version 1]