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Malliavin Calculus in Finance: Theory and Practice - Chapman and Hall / CRC Financial Mathematics Series Alos, Elisa (Universitat Pompeu Frabra, Spain) 2nd edition
Malliavin Calculus in Finance: Theory and Practice - Chapman and Hall / CRC Financial Mathematics Series
Alos, Elisa (Universitat Pompeu Frabra, Spain)
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.
384 pages, 6 Tables, black and white; 58 Line drawings, black and white; 58 Illustrations, black and
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 23, 2024 |
| ISBN13 | 9781032636306 |
| Publishers | Taylor & Francis Ltd |
| Pages | 368 |
| Dimensions | 150 × 220 × 20 mm · 890 g |
| Language | English |