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Analysis, Geometry, And Modeling In Finance
Advanced Methods In Option Pricing
Book
eBook
language: english
Publisher:
TAYLOR & FRANCIS LTD, September of 2008 ‧
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283,89€
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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: | 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 |
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