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Stochastic Calculus of Variations in Mathematical Finance

Stochastic Calculus of Variations in Mathematical Finance

Anton Thalmaier / Paul Malliavin

146,85 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Cálculo y análisis matemático
ISBN:
9783642077838
146,85 €
IVA incluido
Disponible

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Sobre IBD

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 the measurement of historical volatilities.

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