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Bøger af Pierre (Societe Generale Henry-Labordere

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  • - A Martingale Optimal Transport Viewpoint
    af Pierre Henry-Labordere
    572,95 - 1.037,95 kr.

  • - Advanced Methods in Option Pricing
    af Pierre (Societe Generale Henry-Labordere
    2.258,95 kr.

    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.