Catálogo de publicaciones - libros
Stochastic Calculus of Variations in Mathematical Finance
Paul Malliavin Anton Thalmaier
Resumen/Descripción – provisto por la editorial
No disponible.
Palabras clave – provistas por la editorial
Public Economics; Quantitative Finance; Analysis
Disponibilidad
| Institución detectada | Año de publicación | Navegá | Descargá | Solicitá |
|---|---|---|---|---|
| No detectada | 2006 | SpringerLink |
Información
Tipo de recurso:
libros
ISBN impreso
978-3-540-43431-3
ISBN electrónico
978-3-540-30799-0
Editor responsable
Springer Nature
País de edición
Reino Unido
Fecha de publicación
2006
Información sobre derechos de publicación
© Springer-Verlag Berlin Heidelberg 2006
Cobertura temática
Tabla de contenidos
Gaussian Stochastic Calculus of Variations
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 1-23
Computation of Greeks and Integration by Parts Formulae
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 25-40
Market Equilibrium and Price-Volatility Feedback Rate
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 41-48
Multivariate Conditioning and Regularity of Law
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 49-63
Non-Elliptic Markets and Instability in HJM Models
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 65-76
Insider Trading
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 77-85
Asymptotic Expansion and Weak Convergence
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 87-96
Stochastic Calculus of Variations for Markets with Jumps
Paul Malliavin; Anton Thalmaier
What geometrician or arithmetician could fail to take pleasure in the symmetries, correspondences, and principles of order observed in visible things? Consider, even, the case of pictures: those seeing by the bodily sense the products of the art of painting do not see the one thing in the one only way; they are deeply stirred by recognizing in the objects depicted to the eyes the presentation of what lies in the idea, and so are called to recollection of the truth - the very experience out of which Love rises. (Plotinus, The Enneads, II.9.16; 1991, p. 129)
Pp. 97-105