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

Gebundenes Buch

Analysis, Geometry, and Modeling in Finance

Advanced Methods in Option Pricing

Beschreibung

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.

Autor

Pierre Henry-Labordere

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Ltd
• Seitenzahl: 402
• Erscheinungstermin: 22. September 2008
• Englisch
• Abmessung: 240mm x 161mm x 26mm
• Gewicht: 730g
• ISBN-13: 9781420086997
• ISBN-10: 1420086995
• Artikelnr.: 25519993