Stochastic Calculus of Variations in Mathematical Finance

Stochastic Calculus of Variations in Mathematical Finance
Author :
Publisher : Springer Science & Business Media
Total Pages : 148
Release :
ISBN-10 : 9783540307990
ISBN-13 : 3540307990
Rating : 4/5 (990 Downloads)
GET BOOK
Book Synopsis Stochastic Calculus of Variations in Mathematical Finance by : Paul Malliavin

Download or read book Stochastic Calculus of Variations in Mathematical Finance written by Paul Malliavin and published by Springer Science & Business Media. This book was released on 2006-02-25 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: Highly esteemed author Topics covered are relevant and timely


Stochastic Calculus of Variations in Mathematical Finance Related Books

Stochastic Calculus of Variations in Mathematical Finance
Language: en
Pages: 148

Stochastic Calculus of Variations in Mathematical Finance

Authors: Paul Malliavin
Categories: Business & Economics
Type: BOOK - Published: 2006-02-25 - Publisher: Springer Science & Business Media

GET EBOOK

Highly esteemed author Topics covered are relevant and timely
Analysis of Variations for Self-similar Processes
Language: en
Pages: 272

Analysis of Variations for Self-similar Processes

Authors: Ciprian Tudor
Categories: Mathematics
Type: BOOK - Published: 2013-08-13 - Publisher: Springer Science & Business Media

GET EBOOK

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las
Stochastic Calculus and Differential Equations for Physics and Finance
Language: en
Pages: 219

Stochastic Calculus and Differential Equations for Physics and Finance

Authors: Joseph L. McCauley
Categories: Business & Economics
Type: BOOK - Published: 2013-02-21 - Publisher: Cambridge University Press

GET EBOOK

Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Malliavin Calculus and Stochastic Analysis
Language: en
Pages: 0

Malliavin Calculus and Stochastic Analysis

Authors: Frederi Viens
Categories: Mathematics
Type: BOOK - Published: 2013-02-16 - Publisher: Springer

GET EBOOK

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the
Introduction To Stochastic Calculus With Applications (2nd Edition)
Language: en
Pages: 431

Introduction To Stochastic Calculus With Applications (2nd Edition)

Authors: Fima C Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005-06-20 - Publisher: World Scientific Publishing Company

GET EBOOK

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of