Analysis, Geometry, and Modeling in Finance
Pierre (Societe Generale, Paris, France) Henry-Labordere
Taylor & Francis Ltd, 2008
317,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781420086997
- ISBN-10
- 1420086995
- Publisher
- Taylor & Francis Ltd
- Year
- 2008
- Publication date
- 2008-09-22
- Pages
- 402
- Dimensions
- 247x163x28
- Weight
- 730