Couverture Malliavin Calculus for Lévy Processes with Applications to Finance

Malliavin Calculus for Lévy Processes with Applications to Finance

Di Nunno, GiuliaØksendal, BerntProske, Frank

LivreCartonné

Classement des ventes 2509dans

CHF84.00

LivreCHF84.00

E-bookCHF88.50

Ajouter au panier

Description

This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.

Détails

ISBN/GTIN978-3-540-78571-2

Type de produitLivre

ReliureCartonné

ÉditeurSpringer

Date de parution06.11.2008

SérieUniversitext

Pages418 pages

LangueAnglais

DimensionsLargeur 155 mm, Hauteur 235 mm

Poids1330 g

N° article6955472

CataloguesBuchzentrum

Source des données n°31951298

Plus de détails

Série

Geometry of Surfaces

Sheaves in Geometry and Logic

Differential Forms and Applications

Entire and Meromorphic Functions

Classical Theory of Algebraic Numbers

Higher-Dimensional Algebraic Geometry

Finite Möbius Groups, Minimal Immersions of Spheres, and Moduli

Introduction to Differentiable Manifolds

Probability Essentials

Calabi-Yau Manifolds and Related Geometries

Discourses on Algebra

Stochastic Differential Equations

Analysis I

Lectures on Partial Differential Equations

A Course in Credibility Theory and its Applications

Lattices and Ordered Algebraic Structures

Analysis II

A Short Course on Operator Semigroups

Ordinary Differential Equations

Numerical Treatment of Partial Differential Equations

Algebra

Introduction to Siegel Modular Forms and Dirichlet Series

Proof Theory

Malliavin Calculus for Lévy Processes with Applications to Finance

Non-Life Insurance Mathematics

Complex Analysis

Partial Differential Equations in Action

An Introduction to Manifolds

Introduction to the Mori Program

Algebraic Topology from a Homotopical Viewpoint

Complex Analysis 2

An Invitation to Morse Theory

Algebraic Geometry Over the Complex Numbers

Vector Analysis Versus Vector Calculus

Automorphic Forms

Lectures on Analysis on Metric Spaces

Fourier and Wavelet Analysis

Morse Theory and Floer Homology

Potential Theory

Principles of Harmonic Analysis

Auteur

Di Nunno, GiuliaØksendal, BerntProske, Frank

Giulia Di Nunno, Bernt Øksendal and Frank Proske are professors at the Department of Mathematics, University of Oslo, Norway. The three scholars are active in the fields of stochastic analysis, mathematical and quantitative finance.