This textbook is ideal for an undergraduate course on derivatives in a finance, economics, or financial mathematics programme. As well as covering all... Læs mere
This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic... Læs mere
This book aims to bridge the gap between theory and practice and demonstrate the practical value of Malliavin calculus. It offers readers the chance to... Læs mere