Electronic Books

Total Books: 1 - 6 /6
978-3-540-27067-6
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...

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978-3-540-27067-6
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...

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978-3-540-78572-9
Malliavin Calculus for Lévy Processes with Applications to Finance

While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...

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978-3-540-30799-0
Stochastic Calculus of Variations in Mathematical Finance

This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...

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978-3-540-28329-4
The Malliavin Calculus and Related Topics

In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...

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978-3-540-28329-4
The Malliavin Calculus and Related Topics

In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...

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Total Books: 1 - 6 /6