Analysis, Geometry, and Modeling in Finance

Pierre Henry-Laborde're

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.
  • Limba : Engleza
  • Data Publicarii : 01 Sep 2008
  • Format : Hardback
  • Numar pagini : 391
  • ISBN : 9781420086997
413.99 Lei
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