Malliavin Calculus in Finance: Theory and Practice - Chapman and Hall / CRC Financial Mathematics Series - Alos, Elisa (Universitat Pompeu Frabra, Spain) - Books - Taylor & Francis Ltd - 9781032636306 - December 23, 2024
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Malliavin Calculus in Finance: Theory and Practice - Chapman and Hall / CRC Financial Mathematics Series 2nd edition

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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  

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