03026nam0 2200625 i 450 VAN012345920230703020239.322N978331944706320190920d2017 |0itac50 baengCH|||| |||||Fractal Zeta Functions and Fractal DrumsHigher-Dimensional Theory of Complex DimensionsMichel L. Lapidus, Goran Radunović, Darko ŽubrinićChamSpringer2017xl, 655 p.ill.24 cm001VAN00304862001 Springer monographs in mathematics210 Berlin [etc.]SpringerVAN0235602Fractal Zeta Functions and Fractal Drums156052228BxxSet functions, measures and integrals with values in abstract spaces [MSC 2020]VANC020089MF42B20Singular and oscillatory integrals (Calderón-Zygmund, etc.) [MSC 2020]VANC021614MF11M41Other Dirichlet series and zeta functions [MSC 2020]VANC021868MF28AxxClassical measure theory [MSC 2020]VANC022188MF44A05General integral transforms [MSC 2020]VANC022233MF35P20Asymptotic distribution of eigenvalues in context of PDEs [MSC 2020]VANC022648MF58J32Boundary value problems on manifolds [MSC 2020]VANC022824MF30D10Representations of entire functions Entire and meromorphic functions by series and integrals [MSC 2020]VANC035143MFCantor setKW:KCone propertyKW:KDirichlet SeriesKW:KDistance zeta functionKW:KExponent sequenceKW:KFractal drumKW:KFractal setKW:KFractal stringKW:KFractal zeta functionKW:KGeometric zeta functionKW:KMinkowski contentKW:KMinkowski measureableKW:KRelative fractal drumKW:KTube zeta functionKW:KZeta functionKW:KCHChamVANL001889LapidusMichel L.VANV03522047890RadunovićGoranVANV094876766800ŽubrinićDarkoVANV094877766801Springer <editore>VANV108073650Lapidus, M. L.Lapidus, Michel L.VANV106438Lapidus, Michel LaurentLapidus, Michel L.VANV039806ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-44706-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0123459BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0665 08eMF665 20190920 Fractal Zeta Functions and Fractal Drums1560522UNICAMPANIA04072nam 22006495 450 991056129970332120250504235049.09789811910739(electronic bk.)978981191072210.1007/978-981-19-1073-9(MiAaPQ)EBC6954591(Au-PeEL)EBL6954591(CKB)21536291800041(PPN)262168960(DE-He213)978-981-19-1073-9(EXLCZ)992153629180004120220417d2022 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierComputation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree /by Yoshifumi Muroi1st ed. 2022.Singapore :Springer Nature Singapore :Imprint: Springer,2022.1 online resource (113 pages)JSS Research Series in Statistics,2364-0065Print version: Muroi, Yoshifumi Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree Singapore : Springer Singapore Pte. Limited,c2022 9789811910722 Introduction -- Single-Period Model -- Multiple Time Model -- Application to Finance -- Spectral Binomial Tree -- Short Introduction to Malliavin Calculus in Continuous Time Model -- Discrete Malliavin Greeks.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.JSS Research Series in Statistics,2364-0065StatisticsStatisticsMathematicsFinanceStatistical Theory and MethodsStatistics in Business, Management, Economics, Finance, InsuranceApplications of MathematicsFinancial EconomicsStatistics in Engineering, Physics, Computer Science, Chemistry and Earth SciencesStatistics.Statistics.Mathematics.Finance.Statistical Theory and Methods.Statistics in Business, Management, Economics, Finance, Insurance.Applications of Mathematics.Financial Economics.Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.332.645Muroi Yoshifumi1222124MiAaPQMiAaPQMiAaPQ9910561299703321Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree4165574UNINA