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Analysis, Geometry, And Modeling In Finance

Advanced Methods In Option Pricing

by Pierre (Societe Generale, Paris, France) Henry-Labordere
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language: english
Publisher: TAYLOR & FRANCIS LTD, September of 2008 ‧
256,86€
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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.

Analysis, Geometry, And Modeling In Finance

Advanced Methods In Option Pricing

by Pierre (Societe Generale, Paris, France) Henry-Labordere

Property Description
ISBN: 9781420086997
Publisher: TAYLOR & FRANCIS LTD
Release Date: September of 2008
Language: English
Cover: Hardcover
Pages: 402
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781420086997