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Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing - Chapman and Hall / CRC Financial Mathematics Series Henry-Labordere, Pierre (Societe Generale, Paris, France) 1st edition
Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing - Chapman and Hall / CRC Financial Mathematics Series
Henry-Labordere, Pierre (Societe Generale, Paris, France)
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
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | September 22, 2008 |
| ISBN13 | 9781420086997 |
| Publishers | Taylor & Francis Ltd |
| Pages | 402 |
| Dimensions | 163 × 247 × 28 mm · 730 g |
| Language | English |