Isbn: 9783540434313 - stochastic calculus of variations in mathematical finance (springer finance) (21 Ergebnisse)

Soft cover. Zustand: New. Zustand des Schutzumschlags: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.…

Zustand: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail.…

Zustand: New.

Zustand: New. pp. 160.

Zustand: New. pp. 160 Illus.

Zustand: As New. Unread book in perfect condition.

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Zustand: New. In English.

Zustand: As New. Unread book in perfect condition.

Zustand: Sehr gut. XI, 142 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 358 gebundene Ausgabe gebundene Ausgabe.…

hardcover. Zustand: Very Good. In fine condition, with some shelf-wear on the cover, clean pages.

hardcover. Zustand: New. In shrink wrap. Looks like an interesting title.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. The discretization error of the Euler scheme for a stochastic differential equation is expressed as a generalized Watanabe distribution on the Wiener space. Insider information is expressed as an infinite-dimensional drift. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear.…

Cartonato. Zustand: fine. English Text.Berlin, 2005; hardback, pp. 142. Libro.

Zustand: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.…

Zustand: gut. 2006. Stochastic Calculus of Variations in Mathematical Finance (Springer Finance) In deutscher Sprache. pages.

Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Highly esteemed authorTopics covered are relevantand timely 156 pp. Englisch.

Zustand: New. PRINT ON DEMAND pp. 160.

Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Extremely famous author. The Stochastic calculus of variations is usually denoted as&nbsp the Malliavin Calculus Very up-to-date topics (see contents )Self-contained, with a view to numerical applicationsWhile Mal.…

Buch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This extensive and up-to-date text demonstrates the relevance of Malliavin calculus for Mathematical Finance. It starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options. Finite-dimensional projections of infinite-dimensional Sobolev spaces lead to Monte Carlo computations of conditional expectations useful for computing American options. Insider information is expressed as an infinite-dimensional drift. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 156 pp. Englisch.…