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Analysis, Geometry, And Modeling In Finance eBook
Advanced Methods In Option Pricing
Book
eBook
language: english
Publisher:
CRC PRESS, September of 2008 ‧
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Ebook for ADE
SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781040069141 |
| Publisher: | CRC PRESS |
| Release Date: | September of 2008 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | |
| Collection: | Chapman And Hall/Crc Financial Mathematics Series |
| Categories: |
eBooks in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9781040069141 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
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