【预订】Malliavin Calculus and Stochastic Analysis: A Festschrif 预订商品,按需印刷,需要1-3个月发货,非质量问题不接受退换货。
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【预订】Malliavin Calculus and Stochastic Analysis 预订商品,按需印刷,需要1-3个月发货,非质量问题不接受退换货。
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【预订】Malliavin Calculus and Stochastic Analysis: A Festschrif 美国库房发货,通常付款后3-5周到货!
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【预订】Malliavin Calculus for Levy Processes and Infinite-Dimen 美国库房发货,通常付款后3-5周到货!
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【预订】Malliavin Calculus at Saint-Flour 9783642259319 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783642259319 Author 作者 Ikeda Format 版本 平装-胶订 Pages Number 页数 354页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2012-01-18 Shipping Weight 商品重量 545g Language 语种 英语 Book Contents 内容简介 Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus.
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【预订】Malliavin Calculus for Lévy Processes with Applications 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783540785712 Author 作者 Di Nunno Format 版本 平装-胶订 Pages Number 页数 418页 Publication Date 出版日期 2008-11-06 Shipping Weight 商品重量 1330g Language 语种 英语
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【预订】Malliavin Calculus in Finance 9780367893446 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780367893446 Author 作者 Alos Elisa Format 版本 精装 Pages Number 页数 350页 Publisher 出版社 CRC Press Publication Date 出版日期 2021-07-05 Language 语种 其它(含多语) Book Contents 内容简介 Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus.Malliavin calculus has had a profound impact on stochastic analysis. Originally motivated by the study of the existence of smooth densities of certain random variables, it has proved to be a useful tool in many other problems. In particular, it has found applications in quantitative finance, as in the computation of hedging strategies or the efficient estimation of the Greeks.The objective of this book is to offer a bridge between theory and practice. It shows that Malliavin calculus is an easy-to-apply tool that allows us to recover,
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【预订】Malliavin Calculus and Stochastic Analysis 9781461459057 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781461459057 Author 作者 Viens Format 版本 精装 Pages Number 页数 583页 Publication Date 出版日期 2013-02-16 Shipping Weight 商品重量 1051g Language 语种 英语 Book Contents 内容简介 The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart’s career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contribut
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【预订】Malliavin Calculus with Applications to Stochastic Parti 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780849340307 Author 作者 Marta Sanz-Sole Format 版本 精装 Pages Number 页数 150页 Publisher 出版社 EPFL Press Publication Date 出版日期 2005-08-17 Shipping Weight 商品重量 544g Language 语种 英语 Book Contents 内容简介 Presented in a comprehensive way, Malliavin Calculus with Applications to Stochastic Partial Differential Equations describes applications of Malliavin calculus to the analysis of probability laws of solutions of stochastic partial differential equations, driven by Gaussian noises that are white in time and colored in space. The text begins with an introduction to this type of calculus based on a general Gaussian space, from finite-dimensional to infinite-dimensional settings. The book later presents applications to stochastic partial differential equations based on current research, supplemented by comments concerning the origin of the work
¥992.00
用Malliavin分析的正态逼近 英文原版 Normal Approximations with Malliavin
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海外直订Malliavin Calculus and Stochastic Analysis: A Festschrif
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【预订】The Malliavin Calculus and Related Topics 9783540283287 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783540283287 Author 作者 Nualart Format 版本 精装 Pages Number 页数 382页 Publication Date 出版日期 2005-12-20 Language 语种 英语 Book Contents 内容简介 There have been ten years since the publication of the rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi?ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, the derivative and divergence operators are introduced in the
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预订 Malliavin Calculus at Saint-Flour 9783642259319 海外仓库发货,通常付款后4-9周到货!
图书信息 书号: 9783642259319 作者: Nobuyuki Ikeda 装帧: 平装-胶订 页数: 354页 出版社: Springer 尺寸: 0.9 x 0.6 x 0.1 cm 出版日期: 2012-01-18 重量: 1g 语种: 其它(含多语) 内容简介 Stroock, Daniel W.: Some applications of stochastic calculus to partial differ
¥500.00
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【预订】The Malliavin Calculus 美国库房发货,通常付款后3-5周到货!
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海外直订Malliavin Calculus in Finance: Theory and Practice Malli
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【预订】The Malliavin Calculus and Related Topics 预订商品,按需印刷,需要1-3个月发货,非质量问题不接受退换货。
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【预订】Malliavin Calculus in Finance 9780367863258 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780367863258 Author 作者 Alos Format 版本 平装-胶订 Pages Number 页数 350页 Publisher 出版社 CRC Press Publication Date 出版日期 2023-07-24 Product Dimensions 商品尺寸 234 x 156 mm (6.14 x 9.21 Shipping Weight 商品重量 0.65kg Language 语种 其它(含多语) Book Contents 内容简介 Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus.Malliavin calculus has had a profound impact on stochastic analysis. Originally motivated by the study of the existence of smooth densities of certain random variables, it has proved to be a useful tool in many other problems. In particular, it has found applications in quantitative finance, as in the computation of hedging strategies or the efficient estimation of the Greeks.The objective of this book is to offer a bridge between
¥647.00
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【预订】The Malliavin Calculus and Related Topics 预订商品,按需印刷,需要1-3个月发货,非质量问题不接受退换货。
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【预订】The Malliavin Calculus and Related Topics 9783642066511 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783642066511 Author 作者 Nualart Format 版本 平装-胶订 Pages Number 页数 382页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2010-11-30 Language 语种 英语 Book Contents 内容简介 There have been ten years since the publication of the rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two additional chapters that deal with the following two topics: Fractional Brownian motion and Mathematical Finance. The presentation of the Malliavin calculus has been slightly modi?ed at some points, where we have taken advantage of the material from the lecturesgiveninSaintFlourin1995(seereference[248]).Themainchanges and additional material are the following: In Chapter 1, t
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【预订】The Malliavin Calculus 预订商品,需要1-3个月发货,非质量问题不接受退换货。
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预订 Malliavin Calculus for L?vy Processes and Inf... 97811070 海外仓库发货,通常付款后4-9周到货!
图书信息 书号: 9781107016149 作者: Horst Osswald 装帧: 精装 页数: 428页 出版社: Cambridge University Press 尺寸: 22.9 x 15.2 x 2.5 cm 出版日期: 2012-03-01 重量: 908g 语种: 其它(含多语) 内容简介 Assuming only basic knowledge of probability theory and function
¥708.00
分析 P.Malliavin 编 世界图书出版公司【正版】 正版图书,下单前请先咨询客服,欢迎选购!
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【预订】Fourier-Malliavin Volatility Estimation: Theory and Prac 预订商品,按需印刷,需要1-3个月发货,非质量问题不接受退换货。
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预订 Fourier-Malliavin Volatility Estimation: Theory and Pract 【全球购】进口原版图书,约5-8周到达国内后发出
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预订 The Malliavin Calculus and Related Topics 9783540283287 海外仓库发货,通常付款后4-9周到货!
图书信息 书号: 9783540283287 作者: David Nualart 装帧: 精装 页数: 382页 出版社: Springer 尺寸: 22.9 x 17.8 x 2.5 cm 出版日期: 2006-02-01 重量: 908g 语种: 其它(含多语) 内容简介 There have been ten years since the publication of the ?rst edition of this book.
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Lévy过程的Malliavin分析及其在金融学中的应用 纳努 (Giulia Di Nunno) 世界图书出版公司北京 正版图书,下单前请先咨询客服,欢迎选购!
《Lévy过程的Malliavin分析及其在金融学中的应用(英文)》由世界图书出版公司北京公司出版。
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Lévy过程的Malliavin分析及其在金融学中的应用 [挪]纳努(Nunn 【正版图书】 【店主推荐,正版书放心购买,可开发票】
TherearealreadyseveralexcellentbooksonMalliincalculus.However,mostofthemdealonlywiththetheoryofMalliincalculusforBrownianmotion,withasanhonorableexception.Moreover,mostofthemdiscussonlytheapplicationtoregularityresultsforsolutionsofSDEs,asthiswastheoriginalmotivationwhenPaulMalliinintroducedtheinfinite-dimensionalcalculusin978in.Intherecentyears,Malliincalculushasfoundmanyapplicationsinstochasticcontrolandwithinfinance.Atthesametime,Levyprocesseshebecomeimportantinfinancialmodeling.Inviewofthis,weheseentheneedforabookthatdealswithMalliincalculusforLevyprocessesingeneral,notjustBrownianmotion,andthatpresentssomeofthemostimportantandrecentapplicationstofinance.
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Lévy过程的Malliavin分析及其在金融学中的应用 [挪]纳努(Nunn 【正版书】 【店主推荐,正版书放心购买,可开发票】
TherearealreadyseveralexcellentbooksonMalliincalculus.However,mostofthemdealonlywiththetheoryofMalliincalculusforBrownianmotion,withasanhonorableexception.Moreover,mostofthemdiscussonlytheapplicationtoregularityresultsforsolutionsofSDEs,asthiswastheoriginalmotivationwhenPaulMalliinintroducedtheinfinite-dimensionalcalculusin978in.Intherecentyears,Malliincalculushasfoundmanyapplicationsinstochasticcontrolandwithinfinance.Atthesametime,Levyprocesseshebecomeimportantinfinancialmodeling.Inviewofthis,weheseentheneedforabookthatdealswithMalliincalculusforLevyprocessesingeneral,notjustBrownianmotion,andthatpresentssomeofthemostimportantandrecentapplicationstofinance.
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预订 The Malliavin Calculus and Related Topics [ISBN:978364206 【全球购】进口原版图书,约5-8周到达国内后发出
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预订 The Malliavin Calculus and Related Topics 9783642066511 海外仓库发货,通常付款后4-9周到货!
图书信息 书号: 9783642066511 作者: David Nualart 装帧: 平装-胶订 页数: 382页 出版社: Springer 尺寸: 0.9 x 0.6 x 0.1 cm 出版日期: 2010-11-30 重量: 1g 语种: 其它(含多语) 内容简介 There have been ten years since the publication of the ?rst edition of this boo
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【预订】Fourier-Malliavin Volatility Estimation 9783319509679 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783319509679 Author 作者 Sanfelici, Simona Format 版本 平装-胶订 Pages Number 页数 130页 Publisher 出版社 Springer International Publishing Publication Date 出版日期 2017-03-15 Language 语种 英语 Book Contents 内容简介 This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings. Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life data. A detailed bibliographic reference is included to permit an in-depth study.
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预售 按需印刷 Malliavin Calculus in Finance 北京发货,付款后10天内发货
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海外直订Fourier-Malliavin Volatility Estimation: Theory and Prac
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【预订】Selected Topics in Malliavin Calculus 9783031013133 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783031013133 Author 作者 Laurent Decreusefond Format 版本 平装-胶订 Pages Number 页数 172页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2023-07-08 Product Dimensions 商品尺寸 9.21 x 6.14 x 0.40 Shipping Weight 商品重量 0.59 Language 语种 其它(含多语) Book Contents 内容简介 This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorb
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金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司 P·Malliavin、A 【正品保证,进入店铺更多优惠!】
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
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海外直订Selected Topics in Malliavin Calculus 马利文微积分选题
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预订 Selected Topics in Malliavin Calculus: Chaos, Divergence 【全球购】进口原版图书,约5-8周到达国内后发出
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【预订】Equations Involving Malliavin Calculus Operators: Applic 美国库房发货,通常付款后3-5周到货!
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【中商原版】数学金融中的随机变分微积分 英文原版 Paul Malliavin
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海外直订Equations Involving Malliavin Calculus Operators: Applic
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【预订】Introduction to Malliavin Calculus 9781107039124 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781107039124 Author 作者 Nualart, David(作者) Format 版本 精装 Pages Number 页数 250页 Publisher 出版社 Cambridge University Press Publication Date 出版日期 1800-01-01 Language 语种 英语
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【预订】Introduction to Malliavin Calculus 预订商品,平装,需要1-3个月发货,非质量问题不接受退换货。
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金融数学中的随机变分法 P.Malliavin,A.Thalmaier 著 世界图书出版公司 P·Malliavin、A 正版图书,下单前请先咨询客服,欢迎选购!
stochaLsticCalculusofVariations(orMalliinCalculus)consists,inbrief,inconstructingandexploitingnaturaldifferentiablestructuresonabstractDrobabilityspaces inotherwords,StochasticCalculusofVariationsproceedsfromamergingofdifferentialcalculusandprobabilitytheory.AsoptimizationunderarandomenvironmentiSattheheartofmathemat’icalfinance,andasdifferentialcalculusiSofparamountimportanceforthesearchofextrema,itisnotsurprisingthatStochasticCalculusofVariationsappearsinmathematicalfinance.Thecomputationofpricesensitivities(orGreekslobviouslybelongstotherealmofdifferentialcalculus.Nevertheless,StochasticCalculusofVariationsWasintroducedrelativelylateinthemathematicalfinanceliterature firstin99withtheOcone-Karatzashedgingformula,andsoonafterthat,manyotherapplicationsalDearedinvariousotherbranchesofmathematicalfinance in999anewirapetuscamefromtheworksofP.L.Lionsandhisassociates.
¥124.14定价:¥258.28 (4.81折)
海外直订Selected Topics in Malliavin Calculus: Chaos, Divergence
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【预订】Selected Topics in Malliavin Calculus 9783031013102 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783031013102 Author 作者 Laurent Decreusefond Format 版本 精装 Pages Number 页数 160页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2022-06-16 Language 语种 其它(含多语) Book Contents 内容简介 This book is not a research monograph about Malliavin calculus with the latest results and the most sophisticated proofs. It does not contain all the results which are known even for the basic subjects which are addressed here. The goal was to give the largest possible variety of proof techniques. For instance, we did not focus on the proof of concentration inequality for functionals of the Brownian motion, as it closely follows the lines of the analog result for Poisson functionals. This book grew from the graduate courses I gave at Paris-Sorbonne and Paris-Saclay universities, during the last few years. It is supposed to be as accessible as pos
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【预订】Introduction to Malliavin Calculus 9781107611986 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9781107611986 Author 作者 Nualart, David(作者) Format 版本 平装-胶订 Pages Number 页数 250页 Publisher 出版社 Cambridge University Press Publication Date 出版日期 1800-01-01 Language 语种 英语
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海外直订Stochastic Analysis for Poisson Point Processes: Malliav
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【预订】Stochastic Analysis for Poisson Point Processes: Malliav 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783319791470 Format 版本 平装-胶订 Publisher 出版社 Springer Publication Date 出版日期 2018-05-30 Language 语种 英语
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