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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Sekaibunkasha., 2014
ISBN 10: 4418148140ISBN 13: 9784418148141
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Tankobon Hardcover. Condition: Brand New. Japanese language. 10.31x8.35x0.39 inches. In Stock.
Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Condition: Good. Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. 0.42.
Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
Seller: GF Books, Inc., Hawthorne, CA, U.S.A.
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Condition: Very Good. Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting. 0.42.
Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
Seller: GF Books, Inc., Hawthorne, CA, U.S.A.
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Condition: Fine. Book is in Used-LikeNew condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear. 0.42.
Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer Nature Singapore 2022-04-18, Berlin, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer 2022-04, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer Nature Singapore Apr 2022, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Book Print on Demand
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Greeks.The binomial tree approach is one of the most popular methods in option pricing. Although it is a fairly traditional model for option pricing, it is still widely used in financial institutions since it is tractable and easy to understand. However, the book shows that the tree approach also offers a powerful tool for deriving the Greeks for options. Greeks are quantities that represent the sensitivities of the price of derivative securities with respect to changes in the underlying asset price or parameters. The Malliavin calculus, the stochastic methods of variations, is one of the most popular tools used to derive Greeks. However, it is also very difficult to understand for most students and practitioners because it is based on complex mathematics. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the functional for the Bernoulli random walk. The discrete Malliavin calculus is significantly easier to understand, because the functional space of the Bernoulli random walk is realized in a finite dimensional space. As such, it makes this valuable tool far more accessible for a broad readership. 116 pp. Englisch.
Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Published by Springer Nature Singapore, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Greeks.The binomial tree approach is one of the most popular methods in option pricing. Although it is a fairly traditional model for option pricing, it is still widely used in financial institutions since it is tractable and easy to understand. However, the book shows that the tree approach also offers a powerful tool for deriving the Greeks for options. Greeks are quantities that represent the sensitivities of the price of derivative securities with respect to changes in the underlying asset price or parameters. The Malliavin calculus, the stochastic methods of variations, is one of the most popular tools used to derive Greeks. However, it is also very difficult to understand for most students and practitioners because it is based on complex mathematics. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the functional for the Bernoulli random walk. The discrete Malliavin calculus is significantly easier to understand, because the functional space of the Bernoulli random walk is realized in a finite dimensional space. As such, it makes this valuable tool far more accessible for a broad readership.
Published by Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
Seller: Kennys Bookstore, Olney, MD, U.S.A.
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Published by Springer Verlag, Singapore, Singapore, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
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Book First Edition
Paperback. Condition: new. Paperback. This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Greeks.The binomial tree approach is one of the most popular methods in option pricing. Although it is a fairly traditional model for option pricing, it is still widely used in financial institutions since it is tractable and easy to understand. However, the book shows that the tree approach also offers a powerful tool for deriving the Greeks for options. Greeks are quantities that represent the sensitivities of the price of derivative securities with respect to changes in the underlying asset price or parameters. The Malliavin calculus, the stochastic methods of variations, is one of the most popular tools used to derive Greeks. However, it is also very difficult to understand for most students and practitioners because it is based on complex mathematics. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the functional for the Bernoulli random walk. The discrete Malliavin calculus is significantly easier to understand, because the functional space of the Bernoulli random walk is realized in a finite dimensional space. As such, it makes this valuable tool far more accessible for a broad readership. This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the functional for the Bernoulli random walk. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Published by Springer, Berlin|Springer Nature Singapore|Springer, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
Seller: moluna, Greven, Germany
Book Print on Demand
Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree .
Published by Springer Verlag, Singapore, Singapore, 2022
ISBN 10: 9811910723ISBN 13: 9789811910722
Seller: AussieBookSeller, Truganina, VIC, Australia
Book First Edition
Paperback. Condition: new. Paperback. This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer fundamental tools for computing Greeks.The binomial tree approach is one of the most popular methods in option pricing. Although it is a fairly traditional model for option pricing, it is still widely used in financial institutions since it is tractable and easy to understand. However, the book shows that the tree approach also offers a powerful tool for deriving the Greeks for options. Greeks are quantities that represent the sensitivities of the price of derivative securities with respect to changes in the underlying asset price or parameters. The Malliavin calculus, the stochastic methods of variations, is one of the most popular tools used to derive Greeks. However, it is also very difficult to understand for most students and practitioners because it is based on complex mathematics. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the functional for the Bernoulli random walk. The discrete Malliavin calculus is significantly easier to understand, because the functional space of the Bernoulli random walk is realized in a finite dimensional space. As such, it makes this valuable tool far more accessible for a broad readership. This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. To help readers more easily understand the Malliavin calculus, the book introduces the discrete Malliavin calculus, a theory of the functional for the Bernoulli random walk. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.