LEADER 01728nam 2200493 450 001 9910561299703321 005 20231110233357.0 010 $a9789811910739$b(electronic bk.) 010 $z9789811910722 035 $a(MiAaPQ)EBC6954591 035 $a(Au-PeEL)EBL6954591 035 $a(CKB)21536291800041 035 $a(PPN)262168960 035 $a(EXLCZ)9921536291800041 100 $a20221119d2022 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aComputation of Greeks using the discrete Malliavian calculus and binomial tree /$fYoshifumi Muroi 210 1$aSingapore :$cSpringer,$d[2022] 210 4$d©2022 215 $a1 online resource (113 pages) 225 1 $aSpringerBriefs in Statistics 311 08$aPrint version: Muroi, Yoshifumi Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree Singapore : Springer Singapore Pte. Limited,c2022 9789811910722 410 0$aSpringerBriefs in Statistics 606 $aDerivative securities$xMathematics 606 $aMalliavin calculus 606 $aCàlcul de Malliavin$2thub 606 $aActius financers derivats$2thub 608 $aLlibres electrònics$2thub 615 0$aDerivative securities$xMathematics. 615 0$aMalliavin calculus. 615 7$aCàlcul de Malliavin 615 7$aActius financers derivats 676 $a332.645 700 $aMuroi$b Yoshifumi$01222124 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910561299703321 996 $aComputation of Greeks using the discrete Malliavian calculus and binomial tree$92967958 997 $aUNINA