A Course on Malliavin-Skorohod Calculus for Additive Processes with Applications to Finance (Chapman & Hall/CRC Monographs and Research Notes in Mathemat)

About the Author

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.