LIBROS DEL AUTOR: paul malliavin

4 resultados para LIBROS DEL AUTOR: paul malliavin

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  • Integration and Probability
    Paul Malliavin / L. Kay
    An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to treat Borel and Radon measures and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the corresponding Fourier analysis. It continues wit...
    Disponible

    84,44 €

  • Stochastic Calculus of Variations in Mathematical Finance
    Anton Thalmaier / Paul Malliavin
    Gaussian Stochastic Calculus of Variations.- Pathwise propagation of Greeks in complete elliptic markets.- Market equilibrium and price-volatility feedback rate.-Multivariate conditioning and regularity of laws.- Non-elliptic markets and instability in HJM models.- Insider trading.- Rates of weak convergence and distribution theory on Gaussian spaces.-Fourier series method for ...
    Disponible

    146,85 €

  • Stochastic Calculus of Variations in Mathematical Finance
    Anton Thalmaier / Paul Malliavin
    Highly esteemed author Topics covered are relevant and timely ...
    Disponible

    65,55 €

  • Integration and Probability
    Paul Malliavin / L. Kay
    An introduction to analysis with the right mix of abstract theories and concrete problems. Starting with general measure theory, the book goes on to treat Borel and Radon measures and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the corresponding Fourier analysis. It continues wit...
    Disponible

    119,97 €