Malliavin Calculus in Finance

Name: Malliavin Calculus in Finance
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Elisa Alos

0 - Default Title

Description

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 discover an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on stochastic volatility modeling.

Product details

Edition:

2

Number of Pages:

394

Release Date:

2024-12-23

Publication Date:

2024-12-23

Publisher:

Chapman and Hall/CRC

Languages:

Original: English

ISBN10:

1032636300

ISBN13:

9781032636306

GPSR Manufacturer Reference:

[email protected]

Weight:

754 g

Height:

161 cm

Width:

240 cm

Thickness:

26 cm

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