Breaking News!
60% Off the Hottest Halloween Costumes & Accessories

Malliavin Calculus for Lvy Processes with Applications to Finance

Best Price:
Buy Malliavin Calculus for Lvy Processes with Applications to Finance for $64.99 at @ Link.springer.com
No coupon is required — this is the standard retail price.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $64.99 - $64.99
BEST PRICE

Single Product Purchase

$64.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
$64.99 $64.99

$64.99
See Site In stock Visit Store

Product Details

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540785712
Condition
New
Product Description

While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations, this book has another goal. It portrays the most important and innovative applications in stochastic control and finance, such as hedging in complete and incomplete markets, optimisation in the presence of asymmetric information and also pricing and sensitivity analysis. In a self-contained fashion, both the Malliavin calculus with respect to Brownian motion and general Lvy type of noise are treated. Besides, forward integration is included and indeed extended to general Lvy processes. The forward integration is a recent development within anticipative stochastic calculus that, together with the Malliavin calculus, provides new methods for the study of insider trading problems. To allow more flexibility in the treatment of the mathematical tools, the generalization of Malliavin calculus to the white noise framework is also discussed. This book is a valuable resource for graduate students, lecturers in stochastic analysis and applied researchers.

Available Colors
Available Sizes

Reviews

0
0 reviews
5 stars
4 stars
3 stars
2 stars
1 star

Questions & Answers

Similar Products

Die Reizbewegungen der Pflanzen

Die Reizbewegungen der Pflanzen

$59.99
New Trends in Allergy V

New Trends in Allergy V

$169.99
Intellectual Disabilities and Autism: Ethics and Practice

Intellectual Disabilities and Autism: Ethics and Practice

$139.99
General History of the Caribbean UNESCO Volume 6

General History of the Caribbean UNESCO Volume 6

$279.99
Accreditation and Evaluation in the European Higher Education Area

Accreditation and Evaluation in the European Higher Education Area

$169.00
Hochschulbauten im Spannungsfeld von Bildungspolitik und Stadtentwicklung

Hochschulbauten im Spannungsfeld von Bildungspolitik und Stadtentwicklung

$44.99
Fractional-Order Nonlinear Systems

Fractional-Order Nonlinear Systems

$199.99
Advances in Sustainable Construction and Resource Management

Advances in Sustainable Construction and Resource Management

$169.99
Gute Lehre in der Hochschule

Gute Lehre in der Hochschule

$49.99
Scholastic News Nonfiction Readers-Biographies: Sally Ride

Scholastic News Nonfiction Readers-Biographies: Sally Ride

$5.21
Weighted Network Analysis

Weighted Network Analysis

$149.00
Demographie als Herausforderung fr den ffentlichen Sektor

Demographie als Herausforderung fr den ffentlichen Sektor

$49.99
Afrika - Potenzialmrkte, Expansionsstrategien und Verhandlungsmanagement

Afrika - Potenzialmrkte, Expansionsstrategien und Verhandlungsmanagement

$74.99
Sprinkler and Drip Irrigation

Sprinkler and Drip Irrigation

$39.99
Re-Reading Harry Potter

Re-Reading Harry Potter

$39.99
Molecular biology of development

Molecular biology of development

$109.99
Packaging of Pharmaceuticals and Healthcare Products

Packaging of Pharmaceuticals and Healthcare Products

$109.99
Die deutsche Gesellschaft in vergleichender Perspektive

Die deutsche Gesellschaft in vergleichender Perspektive

$69.95
Advances in Internal Combustion Engine Research

Advances in Internal Combustion Engine Research

$169.99
Howard Barker: Politics and Desire

Howard Barker: Politics and Desire

$45.00
Studienbuch Geschichte der Gemeinwesenarbeit

Studienbuch Geschichte der Gemeinwesenarbeit

$34.99
Literaturpreise

Literaturpreise

$64.99
Presidential Activism and Veto Power in Central and Eastern Europe

Presidential Activism and Veto Power in Central and Eastern Europe

$84.99
Prime Numbers

Prime Numbers

$89.00
Computer Vision  ECCV 2022 Workshops

Computer Vision ECCV 2022 Workshops

$199.99
On Hegel

On Hegel

$54.99
Einflu von Reinigungsparametern auf die Vernderung der Oberflchenstruktur von Teppichen

Einflu von Reinigungsparametern auf die Vernderung der Oberflchenstruktur von Teppichen

$59.99
Roh macht Froh

Roh macht Froh

$29.99
Systems Biology

Systems Biology

$179.99
Die Macht der Parlamente

Die Macht der Parlamente

$59.99
Zielgruppe 50plus: Marketing im demografischen und digitalen Wandel

Zielgruppe 50plus: Marketing im demografischen und digitalen Wandel

$44.99
Logic, Language, Information, and Computation

Logic, Language, Information, and Computation

$49.99
Wiederverwendung von Softwarekomponenten im Internet

Wiederverwendung von Softwarekomponenten im Internet

$59.99
16/32 bit-Mikroprozessorsysteme

16/32 bit-Mikroprozessorsysteme

$74.99
Kundenzufriedenheit im IT-Outsourcing

Kundenzufriedenheit im IT-Outsourcing

$49.99
Promising Practices in Indigenous Teacher Education

Promising Practices in Indigenous Teacher Education

$139.00
Aeronomics and Law

Aeronomics and Law

$109.99
The New Criminology Revisited

The New Criminology Revisited

$109.99
The Brain of the Common Marmoset (Callithrix jacchus)

The Brain of the Common Marmoset (Callithrix jacchus)

$74.99
Theory and Application of Laser Chemical Vapor Deposition

Theory and Application of Laser Chemical Vapor Deposition

$169.99
previous
next