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Forventes på lager: 22-09-2008
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.
| Forlag | Taylor & Francis Ltd |
| Forfatter | Pierre (Societe Generale Henry-Labordere |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 22-09-2008 |
| Første udgivelsesår | 2008 |
| Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Illustrationer | 17 Tables, black and white; 30 Illustrations, black and white |
| Originalsprog | United Kingdom |
| Sideantal | 402 |
| Indbinding | Hardback |
| Forlag | Taylor & Francis Ltd |
| Sideoplysninger | 402 pages, 17 Tables, black and white; 30 Illustrations, black and white |
| Mål | 247 x 163 x 28 |
| ISBN-13 / EAN-13 | 9781420086997 |