Opening book details…
About this nonfiction
Applications of Malliavin calculus to the pricing and hedging of Bermudan options by James Newbury is a nonfiction available to read on EtoBox.
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- James Newbury
- Publisher
- Oxford University Press
- Published
- 2011
- Language
- EN
- Category
- nonfiction
More by James Newbury
Browse all works by James Newbury
Similar books
- Malliavin calculus for Lévy processes with applications to finance — Giulia Di Nunno; Bernt Øksendal; Frank Proske (2009)
- The Malliavin Calculus and Related Topics (Probability and Its Applications) — David Nualart (1995)
- Property Derivatives : Pricing, Hedging and Applications — Juerg M. Syz (2008)
- Introductiont To Malliavin Calculus With Applications To Economics — Oksendal B. (1997)
- Options, Hedging and Arbitrage : Pricing, Volatility and Valuation Models — Simon Eades (1992)
- The Malliavin calculus — Denis R. Bell (1987)
