Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...
Continue readingInterest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...
Continue readingWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Continue readingThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Continue readingIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Continue readingIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
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