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Stochastic Calculus of Variations in Mathematical Finance (Springer Finance) - Malliavin, Paul
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Malliavin, Paul:

Stochastic Calculus of Variations in Mathematical Finance (Springer Finance) - Paperback

2010, ISBN: 9783642077838

Mitwirkende: Thalmaier, Anton, Springer, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 2006, 156 Seiten, Publiziert: 2010-11-30T00:00:01Z, Produktgruppe: Buch, 0.45 kg, Rec… More...

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Stochastic Calculus of Variations in Mathematical Finance (Springer Finance) - Malliavin, Paul, Thalmaier, Anton
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Malliavin, Paul, Thalmaier, Anton:

Stochastic Calculus of Variations in Mathematical Finance (Springer Finance) - Paperback

2010, ISBN: 9783642077838

Springer, Paperback, Auflage: Softcover reprint of hardcover 1st ed. 2006, 154 Seiten, Publiziert: 2010-11-30T00:00:01Z, Produktgruppe: Book, 0.45 kg, Verkaufsrang: 3426168, Economics, Bu… More...

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Stochastic Calculus of Variations in Mathematical Finance - Paul Malliavin Anton Thalmaier
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Paul Malliavin Anton Thalmaier:
Stochastic Calculus of Variations in Mathematical Finance - First edition

2010

ISBN: 9783642077838

Paperback

[ED: Kartoniert / Broschiert], [PU: Springer Berlin Heidelberg], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Extremely famous author. … More...

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Stochastic Calculus of Variations in Mathematical Finance - Paul Malliavin Anton Thalmaier
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Paul Malliavin Anton Thalmaier:
Stochastic Calculus of Variations in Mathematical Finance - First edition

2010, ISBN: 9783642077838

Paperback

[ED: Kartoniert / Broschiert], [PU: Springer Berlin Heidelberg], Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Extremely famous author. … More...

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Stochastic Calculus of Variations in Mathematical Finance - Anton Thalmaier
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Anton Thalmaier:
Stochastic Calculus of Variations in Mathematical Finance - Paperback

2010, ISBN: 3642077838

[EAN: 9783642077838], Neubuch, [PU: Springer Berlin Heidelberg], AMERICANOPTION; INSIDERINFORMATION; MALLIAVINMARKETEQUILIBRIUM; MONTECARLOWEIGHT; PRICESENSITIVITY; STOCHASTICPROCESSES; S… More...

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Details of the book - Stochastic Calculus of Variations in Mathematical Finance (Springer Finance)


EAN (ISBN-13): 9783642077838
ISBN (ISBN-10): 3642077838
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer
156 Pages
Weight: 0,245 kg
Language: eng/Englisch

Book in our database since 2011-04-27T12:43:55+01:00 (London)
Detail page last modified on 2023-10-01T01:36:37+01:00 (London)
ISBN/EAN: 9783642077838

ISBN - alternate spelling:
3-642-07783-8, 978-3-642-07783-8
Alternate spelling and related search-keywords:
Book author: thalmaier, malliavin, paul, anton, thalmair, watanabe
Book title: calculus, stochastic, variations, mathematical finance


Information from Publisher

Author: Paul Malliavin
Title: Springer Finance; Stochastic Calculus of Variations in Mathematical Finance
Publisher: Springer; Springer Berlin
142 Pages
Publishing year: 2010-11-30
Berlin; Heidelberg; DE
Printed / Made in
Language: English
54,99 € (DE)

BC; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Öffentlicher Dienst und öffentlicher Sektor; Verstehen; American option; Insider information; Malliavin calculus; Market equilibrium; Monte Carlo weight; Price sensitivity; Stochastic Processes; Stochastic calculus; Volatility measurement; calculus; quantitative finance; Public Economics; Mathematics in Business, Economics and Finance; Analysis; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Mathematische Analysis, allgemein; BB

Gaussian Stochastic Calculus of Variations.- Computation of Greeks and Integration by Parts Formulae.- Market Equilibrium and Price-Volatility Feedback Rate.- Multivariate Conditioning and Regularity of Law.- Non-Elliptic Markets and Instability in HJM Models.- Insider Trading.- Asymptotic Expansion and Weak Convergence.- Stochastic Calculus of Variations for Markets with Jumps.

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