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Analysis, Geometry, and Modeling in Finance

- Advanced Methods in Option Pricing

Bag om Analysis, Geometry, and Modeling in Finance

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781420086997
  • Indbinding:
  • Hardback
  • Sideantal:
  • 402
  • Udgivet:
  • 22. september 2008
  • Størrelse:
  • 163x247x28 mm.
  • Vægt:
  • 730 g.
  • 8-11 hverdage.
  • 9. december 2024
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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.

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