図書

Computation of Greeks using the discrete Malliavin calculus and binomial tree (SpringerBriefs in statistics ; JSS research series in statistics)

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Computation of Greeks using the discrete Malliavin calculus and binomial tree

(SpringerBriefs in statistics ; JSS research series in statistics)

Call No. (NDL)
DF111-D21
Bibliographic ID of National Diet Library
032143159
Material type
図書
Author
Yoshifumi Muroi
Publisher
Springer
Publication date
[2022]
Material Format
Paper
Capacity, size, etc.
viii, 106 pages ; 24 cm
NDC
-
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Detailed bibliographic record

Contents：

IntroductionSingle-Period ModelMultiple Time Model...

Summary, etc.：

This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin cal...

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Paper

Material Type
図書
ISBN
9789811910722 paperback
9811910723 paperback
9789811910739 (electronic bk.)
9811910731 (electronic bk.)
ISSN (series)
2364-0057
Title
Computation of Greeks using the discrete Malliavin calculus and binomial tree
Author/Editor
Yoshifumi Muroi
Series Title
SpringerBriefs in statistics ; JSS research series in statistics
Title Heading
SpringerBriefs in statistics. JSS research series in statistics
Author Heading
室井, 芳史 ムロイ, ヨシフミ ( 001256551 )Authorities
Publication, Distribution, etc.
Singapore : Springer (出版)
Publication Date
[2022]