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Cambridge Studies in Advanced Mathematics
This compact, graduate-level text develops the Ito calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.
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This compact, graduate-level text develops the Ito calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.
| ISBN / EAN | 9781107140516 |
|---|---|
| Auteur | Matsumoto, Hiroyuki (Aoyama Gakuin University, Japan) |
| Editeur | Cambridge University Press |