LEADER 02098nam0 22004093i 450 001 VAN0278355 005 20240731031708.43 017 70$2N$a9789811910739 100 $a20240620d2022 |0itac50 ba 101 $aeng 102 $aSG 105 $a|||| ||||| 200 1 $aComputation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree$fYoshifumi Muroi 210 $aSingapore$cSpringer$d2022 215 $aviii, 106 p.$cill.$d24 cm 410 1$1001VAN0113968$12001 $aSpringerBriefs in Statistics. JSS research series in statistics$1210 $aBerlin [etc.]$cSpringer$d2015- 606 $a60G42$xMartingales with discrete parameter [MSC 2020]$3VANC021396$2MF 606 $a60H07$xStochastic calculus of variations and the Malliavin calculus [MSC 2020]$3VANC020014$2MF 606 $a60H35$xComputational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]$3VANC031116$2MF 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$3VANC031011$2MF 606 $a91G60$xNumerical methods (including Monte Carlo methods) [MSC 2020]$3VANC033553$2MF 610 $aBernoulli Random Walk$9KW:K 610 $aBinomial Tree Method$9KW:K 610 $aDiscrete Ito Formula$9KW:K 610 $aDiscrete Malliavin Calculus$9KW:K 610 $aGreeks (Sensitivity of Options)$9KW:K 620 $aSG$dSingapore$3VANL000061 700 1$aMuroi$bYoshifumi$3VANV230887$01222124 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240802$gRICA 856 4 $uhttps://doi.org/10.1007/978-981-19-1073-9$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0278355 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-Book 8973 $e08eMF8973 20240701 996 $aComputation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree$94165574 997 $aUNICAMPANIA