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 ...
Continue reading
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 ...
Continue reading
The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Continue reading
The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Continue reading
The Statistical Mechanics of Financial Markets
The random-walk technique, well known in physics, is also the basic model in finance, upon which are built, for example, ...
Continue reading
Time--Frequency and Time--Scale Methods
Developed in this book are several deep connections between time--frequency (Fourier/Gabor) analysis and time--scale (wavelet) ...
Continue reading
Tools for Computational Finance
Only in recent years quantitative analysts have asked for the numerical solution of a free-boundary partial di?erential equation. ...
Continue reading
Topics in Analysis and its Applications
Most topics dealt with here deal with complex analysis of both one and several complex variables. Several contributions come ...
Continue reading
