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1.

図書

図書
Teresa Bradley, Paul Patton
出版情報: Chichester, England ; New York : John Wiley & Sons, c1998  xv, 723 p. ; 24 cm
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Mathematical preliminaries
The straight line and applications
Simultaneous equations Non-linear functions and applications
Financial Mathematics Introduction to differentiation and applications
Functions of several variables
Integration and applications Linear algebra and applications
Difference equations Solutions to progress exercises
Mathematical preliminaries
The straight line and applications
Simultaneous equations Non-linear functions and applications
2.

図書

図書
Ioannis Karatzas, Steven E. Shreve
出版情報: New York : Springer, c1998  xv, 407 p. ; 24 cm
シリーズ名: Applications of mathematics ; 39
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A Brownian Motion of Financial Markets
Contingent Claim Valuation in a Complete Market
Single-Agent Consumption and Investment
Equilibrium in a Complete Market
Contingent Claims in Incomplete Markets
Constrained Consumption and Investment
A Brownian Motion of Financial Markets
Contingent Claim Valuation in a Complete Market
Single-Agent Consumption and Investment
3.

図書

図書
William E. Beatty
出版情報: Braintree, Mass. : D.H. Mark, c1970  xiv, 465 p. ; 24 cm
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4.

図書

図書
Marc Yor
出版情報: Berlin : Springer, c2001  vii, 203 p. ; 24 cm
シリーズ名: Springer finance
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On certain exponential functions of real Brownian motion
On Some Exponential Functionals of Brownian Motion
Some relations between Bessel processes
Asian options and confluent hypergeometric functions
The laws of exponential functions of Brownian motion, taken at various random times
Bessel Processes
Asian option and perpetuities
Further Results on Exponential Functionals of Brownian Motion
From Planar Brownian Windings to Asian Options
On exponential functions of certain Levy processes
On Some Exponential-Integral Functionals of Bessel Processes
Exponential Functionals of Brownian Motion and Disordered Systems
On certain exponential functions of real Brownian motion
On Some Exponential Functionals of Brownian Motion
Some relations between Bessel processes
5.

図書

図書
Terry J. Watsham and Keith Parramore
出版情報: London : International Thomson Business Press, 1998  x, 395 p. ; 25 cm
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Interest Rates and Asset Returns / 1:
Presentation of Data and Descriptive Statistics / 2:
Calculus Applied to Finance / 3:
Probability Distributions: Applications to Asset Returns / 4:
Statistical Inference: Confidence Intervals and Hypothesis Testing / 5:
Regression Analysis / 6:
Time Series Analysis / 7:
Numerical Methods / 8:
Optimization / 9:
Continuous Time Mathematics in Finance: Asset Prices as a Stochastic Process / 10:
Multivariate Analysis: Principal Components Analysis and Factor Analysis / 11:
Appendix: Statistical Tables
Index
Interest Rates and Asset Returns / 1:
Presentation of Data and Descriptive Statistics / 2:
Calculus Applied to Finance / 3:
6.

図書

図書
James R. Couper, William H. Rader
出版情報: New York : Van Nostrand Reinhold Co., c1986  xii, 434 p. ; 24 cm
シリーズ名: Van Nostrand Reinhold series in managerial skills in engineering and science
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7.

図書

図書
B. Biais [et al.] ; editor, W.J. Runggaldier
出版情報: Berlin ; Heidelberg : Springer, c1997  vi, 316 p. ; 24 cm
シリーズ名: Lecture notes in mathematics ; 1656 . Fondazione C.I.M.E., Firenze / adviser, Roberto Conti
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Risk sharing, adverse selection and market structure / Bruno Biais and Jean Charles Rochet
Interest rate theory / Tomas Björk
Optimal trading under constraints / by Jakša Cvitanić
Non-linear pricing theory and backward stochastic differential equations / El Karoui. N., Quenez. M.C.
Market imperfections, equilibrium and arbitrage / Elyès Jouini
Risk sharing, adverse selection and market structure / Bruno Biais and Jean Charles Rochet
Interest rate theory / Tomas Björk
Optimal trading under constraints / by Jakša Cvitanić
8.

図書

図書
Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
出版情報: Berlin ; New York : Springer, c1997  xv, 645 p. ; 24 cm
シリーズ名: Applications of mathematics ; 33
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9.

図書

図書
edited by Edward E. Grazda ; Morris Brenner, assoc. editor
出版情報: Princeton, N.J. : Van Nostrand, 1955  vi, 1044 p. ; 21 cm
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10.

図書

図書
By Earl K. Bowen
出版情報: Homewood, Ill. : Irwin, 1963  xiii, 417 p. ; 24 cm
シリーズ名: Irwin series in quantitative analysis for business
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