Stochastic Calculus of Variations in Mathematical Finance
Edition: 1 edition
Publisher: Springer
Published: December 19, 2005
Language: eng
Format: Hardcover
Number of pages: 120
ISBN-13: 9783540434313
Subjects: Calculus & mathematical analysis; Science/Mathematics; Mathematical models; Mathematics; Stochastic processes; Finance; General; Pre-Calculus; American option; Business & Economics / Finance; Insider information; MSC (2000): 60H30, 60H07, 60G44, 62P20, 91B24; Malliavin calculus; Market equilibrium; Monte Carlo weight; Price sensitivity; Volatility measurement