Malliavin Calculus in Finance. Theory and Practice, Paperback - David Garcia Lorite

Detalii:

This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. It shows that Malliavin calculus is an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on SV modeling.Publisher: Taylor & Francis LtdAuthor(s): David Garcia LoriteIllustration(s): 6 Tables, black and white; 51 Line drawings, black and white; 51 Illustrations, black and whiteNumber of pages: 350Collection: Chapman and Hall/CRC Financial Mathematics SeriesPublication date: 2023Dimensions: 156 x 235 x 21Cover type: Paperback / softback

Pret:

460.99 ^RON

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Alte detalii:

Magazin: Elefant.ro
Brand: Taylor & Francis Ltd