Udvidet returret til d. 31. januar 2025

Bøger af Nizar Touzi

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  • af Hans Föllmer, Fabrice Baudoin, L. C. G. Rogers, mfl.
    501,95 kr.

    The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

  • af Nizar Touzi
    307,95 kr.

    Prepared for the Special Research Semester on Financial Markets, which was held in Pisa, from April 29 to July 15, 2002, this title covers topics such as the Hamilton-Jacobi-Bellman approach to stochastic control problems, with applications to finance.

  • af Nizar Touzi
    1.122,95 - 1.265,95 kr.

    This book collects recent developments in stochastic control theory with applications to financial mathematics. It approaches quadratic backward stochastic differential equations following the point of view of Tevzadze.

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