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) - Books - Taylor & Francis Ltd - 9781420086997 - September 22, 2008
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Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing - Chapman and Hall / CRC Financial Mathematics Series 1st edition

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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  

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