Malliavin Calculus in Finance: Theory and Practice
(Bog, Paperback / softback, Engelsk)
Forlag:
Taylor & Francis Ltd
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9780367863258
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Beskrivelse
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.
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Alle detaljer
| Forlag | Taylor & Francis Ltd |
| Forfattere | Elisa (Universitat Pompeu Frabra Alos, David Garcia Lorite |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 24-07-2023 |
| Første udgivelsesår | 2023 |
| Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Illustrationer | 6 Tables, black and white; 51 Line drawings, black and white; 51 Illustrations, black and white |
| Originalsprog | United Kingdom |
| Sideantal | 350 |
| Indbinding | Paperback / softback |
| Forlag | Taylor & Francis Ltd |
| Sideoplysninger | 350 pages, 6 Tables, black and white; 51 Line drawings, black and white; 51 Illustrations, black and |
| Mål | 156 x 235 x 21 |
| ISBN-13 / EAN-13 | 9780367863258 |