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Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree, (Paperback)
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Product details
| Management number | 238738291 | Release Date | 2026/07/11 | List Price | $20.00 | Model Number | 238738291 | ||
|---|---|---|---|---|---|---|---|---|---|
| Category | |||||||||
<p>Focuses on the resemblance between Bernoulli random variable and Brownian motion, a similarity providing deep insights into stochastic analysis</p> <p> </p> <p>Introduces a spectral binomial tree method, a new methodology for pricing barrier options, which allows the price of barrier options to be computed much more quickly</p> <p> </p> Introduces the discrete Malliavin calculus, a new method for evaluating the sensitivity of options<p></p> <p> </p>
- Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree, (Paperback)
- Author: Yoshifumi Muroi
- ISBN: 9789811910722
- Format: Paperback
- Publication Date: 2022-04-18
- Page Count: 106
| Book format | Paperback |
|---|---|
| Fiction/nonfiction | Non-Fiction |
| Genre | Textbooks |
| Publication date | April, 2022 |
| Pages | 106 |
| Subgenre | Probability & Statistics |
| Series title | No Series |
| Number in series | 0 |
| Edition | 2022 Edition |
| Publisher | Springer Nature Singapore |
| Original languages | English |
| Language | English |
| Edu focus | General |
| Educational level | General |
| Is collectible | N |
| Recording time | 0 min |
| Retail packaging | Single Piece |
| Assembled product dimensions (l x w x h) | 6.14 x 0.24 x 9.21 in |
| Assembled product weight | 0.38 lb |
| Bisac subject heading | Mathematics |
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