A Course on Malliavin-Skorohod Calculus for Additive Processes with Applications to Finance
Author:   Josep Vives (Universitat de Barcelona, Facultat de Matematiques, Catalunya, Spain)
Publisher:   Taylor & Francis Inc
ISBN:  

9781498768559


Pages:   400
Publication Date:   31 August 2022
Format:   Hardback
Availability:   Not yet available   Availability explained
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A Course on Malliavin-Skorohod Calculus for Additive Processes with Applications to Finance


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Author:   Josep Vives (Universitat de Barcelona, Facultat de Matematiques, Catalunya, Spain)
Publisher:   Taylor & Francis Inc
Imprint:   Productivity Press
ISBN:  

9781498768559


ISBN 10:   1498768555
Pages:   400
Publication Date:   31 August 2022
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Forthcoming
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

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Professor Josep Vives received his PhD in Mathematics in 1994 at Universitat de Barcelona under the supervision of Professor David Nualart. From 1995-2005 he was Professor Titular (Associate Professor) in the Department of Mathematics of the UAB. Since September 2005 he has been Professor Titular (Associate Professor) in the Faculty of Mathematics of the Universitat de Barcelona. He has also been vice-dean of postgraduate studies and research since 2009. He has given more than 60 talks in conferences since 1992, is a regular referee for more than 15 journals and has published over 30 papers in international journals.

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