Calculation of the Greeks for jump-diffusions

We show - by methods of Malliavin Calculus for Brownian motion - the existence and tractability of weigths for the Calculation of Greeks in the case of jump-diffusions. We do not need any further Calculus on Poisson space for this purpose. This extends works of Davis, Bismuth and Zhou in the direction of explicit formulas for the Greeks. We apply Hoermander conditions and invertibility of linking operators as assumptions. (joint work with Barbara Forster and Eva Luetkebohmert)