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Chapman and Hall/CRC Malliavin Calculus in Finance Textbook

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£105.00 £103.90 £104.14 £104.38 £104.62 £104.86 £105.10 24 July 2026 29 July 2026 04 August 2026 09 August 2026 15 August 2026
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Description

Malliavin Calculus in Finance: Theory and Practice, Second Edition, provides a deep look into stochastic volatility (SV) models through the lens of Malliavin Calculus. This text explores how Malliavin calculus has impacted stochastic analysis, particularly within the field of quantitative finance. It serves as an effective resource for professionals and students needing to compute hedging strategies or perform efficient estimation of the Greeks. By bridging the gap between theoretical mathematical concepts and practical application, this book demonstrates the real-world value of Malliavin calculus in financial modeling and stochastic analysis.

Key Features

This second edition from Chapman and Hall/CRC introduces the study of stochastic volatility (SV) models using Malliavin Calculus.

The text explores the impact of Malliavin calculus on stochastic analysis and the existence of smooth densities for certain random variables.

Use this book to master effective tools in quantitative finance such as the computation of hedging strategies.

Learn efficient methods for the estimation of the Greeks through advanced stochastic analysis techniques.

The content is designed to bridge the gap between mathematical theory and practical financial applications.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
23 December 2024
Listed Since
13 July 2024

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