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    Malliavin Calculus in Finance: Theory and Practice by Elisa Alos Hardcover Book

    • Item No : 365643160696
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : grandeagleretail
    • Current Bid : US $205.15

    • * 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.This book aims to bridge the gap between theory and practice and demonstrate the practical value of Malliavin calculus.
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