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  • Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC

    • Item No : 187282960310
    • Condition : Brand New
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    • Seller : simplybestprices-10to20dayshipping
    • Current Bid : US $116.14
    • * Item Description

    • Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. In particular, it has been found to be an effective tool in quantitative finance, as in the computation of hedging strategies or the efficient estimation of the Greeks.
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