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Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering

Numerical solution of stochastic differential equations

Numerical Solution of Stochastic Differential Equations

Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation

Continuous-time Stochastic Control and Optimization with Financial Applications

Stochastic integration and differential equations

Controlled Markov Processes and Viscosity Solutions

Large Deviations Techniques and Applications

Statistical Estimation : Asymptotic Theory

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Gaussian Random Processes

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Martingale Methods in Financial Modelling

Modelling extremal events for insurance and finance

Stochastic Models in Reliability

Stochastic Models in Reliability

Stochastic approximation and recursive algorithms and applications

Hidden Markov models : estimation and control

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Applied Functional Analysis : a

Controlled Markov processes and viscosity solutions

Applied probability and queues : 51

Monte Carlo Methods in Financial Engineering : 53

Numerical solution of stochastic differential equations : 23

Modelling Extremal Events : for Insurance and Finance

Martingale methods in financial modelling

Stochastic Integration and Differential Equations

Stochastic Approximation and Recursive Algorithms and Applications

Statistics of Random Processes : I. General Theory

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