Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree - SpringerBriefs in Statistics - Yoshifumi Muroi - Books - Springer Verlag, Singapore - 9789811910722 - April 18, 2022
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Yoshifumi Muroi
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree - SpringerBriefs in Statistics 1st ed. 2022 edition

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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.

106 pages, 5 Illustrations, black and white; VIII, 106 p. 5 illus.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 18, 2022
ISBN13 9789811910722
Publishers Springer Verlag, Singapore
Pages 106
Dimensions 150 × 220 × 10 mm   ·   191 g

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