02226nam0 22004213i 450 VAN0027835520240807123412.793N978981191073920240620d2022 |0itac50 baengSG|||| |||||Computation of Greeks Using the Discrete Malliavin Calculus and Binomial TreeYoshifumi MuroiSingaporeSpringer2022viii, 106 p.ill.24 cm001VAN001139682001 SpringerBriefs in Statistics. JSS research series in statistics210 Berlin [etc.]Springer2015-60G42Martingales with discrete parameter [MSC 2020]VANC021396MF60H07Stochastic calculus of variations and the Malliavin calculus [MSC 2020]VANC020014MF60H35Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]VANC031116MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF91G20Derivative securities (option pricing, hedging, etc.) [MSC 2020]VANC031011MF91G60Numerical methods (including Monte Carlo methods) [MSC 2020]VANC033553MFBernoulli Random WalkKW:KBinomial Tree MethodKW:KDiscrete Ito FormulaKW:KDiscrete Malliavin CalculusKW:KGreeks (Sensitivity of Options)KW:KSGSingaporeVANL000061MuroiYoshifumiVANV2308871222124Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-981-19-1073-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00278355BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 8973 08eMF8973 20240701 Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree4165574UNICAMPANIA