Malliavin Calculus in Finance by Elisa Alòs (.PDF)
File Size: 11.6 MB
Malliavin Calculus in Finance: Theory and Practice, Second Edition by Elisa Alòs
Requirements: .PDF reader, 11.6 MB
Overview: This book aims to bridge the gap between theory and practice and demonstrate the practical value of Malliavin calculus. It offers readers the chance to discover an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on stochastic volatility modeling.
Genre: Non-Fiction > Educational
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