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  • Error Calculus for Finance and Physicsby Nicolas Bouleau

    De Gruyter 2003; US$ 182.00

    The book deals with propagation of errors on data through mathematical models with applications in finance and physics. It is interesting for scientists and practitioners when studying the sensitivity of their models to small changes in the hypotheses. The book differs from what is usually done in sensitivity analysis because it yields... more...

  • Risk and Meaningby Nicolas Bouleau

    Springer Berlin Heidelberg 2011; US$ 99.00

    In today?s society, prudence and probability calculation permeate our daily lives. This richly illustrated book explores how chance and risk on the one hand, and meaning or significance on the other, compete for attention in art, philosophy, and science. more...

  • Dirichlet Forms and Analysis on Wiener Spaceby Nicolas Bouleau; Francis Hirsch

    De Gruyter 1991; US$ 154.00

    The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic... more...

  • Financial Markets and Martingalesby A. Thomas; Nicolas Bouleau

    Springer London 2011; US$ 54.95

    Is it really possible to make money on the financial markets? This is just one of the questions posed in this practical and thought-provoking book, winner in the original french version, of the "Best financial economics book? prize 1999 from the Institute de Haute Finance, and the "Prix FNAC-Arthur Anderson du meilleur livre d?entreprise 2000?. Starting... more...

  • Dirichlet Forms Methods for Poisson Point Measures and LÚvy Processesby Nicolas Bouleau; Laurent Denis

    Springer International Publishing 2016; US$ 109.00

    A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the ?lent particle method? it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles... more...

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