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Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing - Chapman and Hall / CRC Financial Mathematics Series Pierre Henry-Labordere 1.º edición
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing - Chapman and Hall / CRC Financial Mathematics Series
Pierre Henry-Labordere
Applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. This work introduces tools and methods, including differential geometry, spectral decomposition, and supersymmetry, and applies these methods to practical problems in finance. It focuses on the calibration and dynamics of implied volatility.
391 pages, 30 black & white illustrations, 17 black & white tables
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 22 de septiembre de 2008 |
| ISBN13 | 9781420086997 |
| Editores | Taylor & Francis Ltd |
| Páginas | 402 |
| Dimensiones | 163 × 247 × 28 mm · 730 g |
| Lengua | Inglés |