Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Bog, Hardback, Engelsk)

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing

(Bog, Hardback, Engelsk)

Bemærk: Kan ikke leveres før jul.

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Beskrivelse

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.

Læsernes anmeldelser (0)

Alle detaljer

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