AUTHOR: | Fleming, Wendell Helms, 1928- |

TITLE: | Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel. |

PUBLISHER: | Berlin ; New York : Springer-Verlag, 1975. |

SERIES: | Applications of mathematics ; 1 |

LOAN PERIOD: | 2 Hours |

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AUTHOR: | Bertsekas, Dimitri P. |

TITLE: | Dynamic programming : deterministic and stochastic models / Dimitri P. Bertsekas. |

PUBLISHER: | Englewood Cliffs, N.J. : Prentice-Hall, c1987. |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Baxter, Martin, 1968- |

TITLE: | Financial calculus : an introduction to derivative pricing / Martin Baxter, Andrew Rennie. |

PUBLISHER: | Cambridge [England] ; New York, NY : Cambridge University Press, 1996. |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Macki, Jack. |

TITLE: | Introduction to optimal control theory / Jack Macki and Aaron Strauss. |

PUBLISHER: | New York : Springer-Verlag, c1982. |

SERIES: | Undergraduate texts in mathematics |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Neftci, Salih N. |

TITLE: | An introduction to the mathematics of financial derivatives / Salih N. Neftci. |

EDITION: | 2nd ed. |

PUBLISHER: | San Diego : Academic Press, c2000. |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Wilmott, Paul. |

TITLE: | The mathematics of financial derivatives : a student introduction / Paul Wilmott, Sam Howison, Jeff Dewynne. |

PUBLISHER: | Cambridge ; New York, N.Y. : Cambridge University Press, 1995. |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Wilmott, Paul. |

TITLE: | Option pricing : mathematical models and computation / Paul Wilmott, Jeff Dewynne, Sam Howison. |

PUBLISHER: | Oxford : Oxford Financial Press, c1993. |

LOAN PERIOD: | 3 Days |

| |

AUTHOR: | John, Fritz, 1910- |

TITLE: | Ordinary differential equations, 1964-1965 [by] Fritz John ; Notes by Michael Balch and Martin Braun. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [c1965] |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | John, Fritz, 1910- |

TITLE: | Ordinary differential equations, 1964-1965 [by] Fritz John ; Notes by Michael Balch and Martin Braun. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [c1965] |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | John, Fritz, 1910- |

TITLE: | Partial differential equations / Fritz John ; [editors, Fritz John ... et al.]. |

EDITION: | 3d ed. |

PUBLISHER: | New York : Springer-Verlag, c1978. |

SERIES: | Applied mathematical sciences ; v. 1 |

LOAN PERIOD: | 2 Weeks |

| |

AUTHOR: | John, Fritz, 1910- |

TITLE: | Partial differential equations / Fritz John ; [editors, Fritz John ... et al.]. |

EDITION: | 3d ed. |

PUBLISHER: | New York : Springer-Verlag, c1978. |

SERIES: | Applied mathematical sciences ; v. 1 |

LOAN PERIOD: | 1 Week |

| |

AUTHOR: | John, Fritz, 1910- |

TITLE: | Partial differential equations / Fritz John. |

EDITION: | 4th ed. |

PUBLISHER: | New York : Springer-Verlag, c1982. |

SERIES: | Applied mathematical sciences ; v. 1 |

LOAN PERIOD: | 3 Days |

| |

AUTHOR: | John, Fritz, 1910- |

TITLE: | Partial differential equations / Fritz John. |

EDITION: | 4th ed. |

PUBLISHER: | New York : Springer-Verlag, c1982. |

SERIES: | Applied mathematical sciences ; v. 1 |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Evans, Lawrence C., 1949- |

TITLE: | Partial differential equations / Lawrence C. Evans. |

PUBLISHER: | Providence, R.I. : American Mathematical Society, c1998. |

SERIES: | Graduate studies in mathematics, v. 19 |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Evans, Lawrence C., 1949- |

TITLE: | Partial differential equations / Lawrence C. Evans. |

PUBLISHER: | Providence, R.I. : American Mathematical Society, c1998. |

SERIES: | Graduate studies in mathematics, v. 19 |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Øksendal, B. K. (Bernt Karsten), 1945- |

TITLE: | Stochastic differential equations : an introduction with applications / Bernt Øksendal. |

EDITION: | 5th ed. |

PUBLISHER: | Berlin ; New York : Springer, c1998. |

SERIES: | Universitext |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Øksendal, B. K. (Bernt Karsten), 1945- |

TITLE: | Stochastic differential equations : an introduction with applications / Bernt Øksendal. |

EDITION: | 5th ed. |

PUBLISHER: | Berlin ; New York : Springer, c1998. |

SERIES: | Universitext |

LOAN PERIOD: | 2 Hours |

| |

TITLE: | Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / M. Bardi ... [et al.] ; editors, I. Capuzzo Dolcetta, P.L. Lions. |

PUBLISHER: | Berlin ; New York : Springer, c1997. |

SERIES: | Lecture notes in mathematics ; 1660 |

LOAN PERIOD: | 2 Hours |

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