D. TALAY: WRITTEN OR EDITED BOOKS AND MONOGRAPHS; CONTRIBUTIONS TO BOOKS
  1. R. GIBSON, F-S. LHABITANT, D. TALAY. Modeling The Term Structure Of Interest Rates: A Survey. Foundations and Trends in Finance vol. 5(1-2), 2010.
  2. C. GRAHAM, D. TALAY Simulation Stochastique et Méthodes de Monte-Carlo. Éditions de l'École Polytechnique, 2011.
  3. H. NIEDERREITER, D. TALAY (Eds.) Monte Carlo and Quasi Monte Carlo Methods 2004. Springer-Verlag, 2005.
  4. C. GRAHAM, T. KURTZ, S. MELEARD, P. PROTTER, M. PULVIRENTI, D. TALAY. Probabilistic Models for Nonlinear Partial Differential Equations, Lecture Notes in Mathematics 1627, Springer-Verlag, 1996.
  5. B. LAPEYRE, A. SULEM, D. TALAY. Understanding Numerical Analysis for Financial Models. To appear in Cambridge University Press.
  6. D. TALAY, L. TUBARO. Probabilistic Numerical Methods for Partial Differential Equations. In preparation.
  7. L.C.G. ROGERS, D. TALAY (Eds.). Numerical Methods in Financial Mathematics. Cambridge University Press, 1997.
  8. N. BOULEAU, D. TALAY (Eds.). Probabilités Numériques. Collection Didactique. INRIA, 1992.
  9. D. TALAY. Simulation and Numerical Analysis of Stochastic Differential Systems: a Review. In Probabilistic Methods in Applied Physics, P. Kree and W. Wedig (Eds.), volume 451 of Lecture Notes in Physics, chapter 3, 63-106. Springer-Verlag, 1995.
  10. D. TALAY. Monte Carlo Methods for PDE's. In Encyclopaedia of Mathematics, M. Hazewinkel (Ed.). Kluwer Academic Press, 1997.
My papers [My Web page] My Web page [Ma page Web] Ma page Web
Back to the Tosca Web page [Inria] Inria Sophia-Antipolis