Malliavin Calculus in Finance: Theory and Practice(Elisa Alos, David Garcia Lorite)(Chapman and Hall CRC 2021)

  • 书名:Malliavin Calculus in Finance: Theory and Practice
  • 出版社:Chapman and Hall/CRC
  • 作者:Elisa Alos, David Garcia Lorite
  • 出版年份:2021
  • 电子书格式: pdf
  • 简介:Dive into the practical applications of Malliavin calculus in finance with this comprehensive guide. Explore the theory and its real-world implementations. This book provides in-depth coverage of stochastic calculus, hedging strategies, and risk management techniques in financial markets. Discover how Malliavin calculus can enhance your understanding of financial derivatives and improve your decision-making abilities in the field. Suitable for graduate students and professionals in finance, mathematical finance, and quantitative finance.
  • ISBN:9780367893446, 03678
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