Malliavin Calculus In Finance
Theory And Practice
idioma: inglês
Editor:
TAYLOR & FRANCIS LTD, julho de 2023 ‧
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63,53€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780367863258 |
| Editor: | TAYLOR & FRANCIS LTD |
| Data de Lançamento: | julho de 2023 |
| Idioma: | Inglês |
| Dimensões: | 156 x 234 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 350 |
| Tipo de produto: | Livro |
| Coleção: | Chapman And Hall/Crc Financial Mathematics Series |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Finanças
Livros em Inglês > Outros |
| EAN: | 9780367863258 |
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