The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.
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The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Probability and Its Applications |
Release date | December 2005 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2006 |
Authors | David Nualart |
Dimensions | 235 x 155 x 33mm (L x W x T) |
Format | Hardcover |
Pages | 382 |
Edition | 2nd ed. 2006 |
ISBN-13 | 978-3-540-28328-7 |
Barcode | 9783540283287 |
Categories | |
LSN | 3-540-28328-5 |