Analysis, Geometry, and Modeling in Finance pdf epub mobi txt 电子书下载 2024

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简体网页||繁体网页

Pierre Henry-Labordère

Chapman and Hall/CRC

2008-9-22

391

USD 99.95

Hardcover

9781420086997

图书标签: volatility tough readable but

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发表于2024-12-28

Analysis, Geometry, and Modeling in Finance epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Analysis, Geometry, and Modeling in Finance pdf epub mobi txt 电子书下载 2024

图书描述

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously available.

Through the problem of option pricing, the author introduces powerful tools and methods, including differential geometry, spectral decomposition, and supersymmetry, and applies these methods to practical problems in finance. He mainly focuses on the calibration and dynamics of implied volatility, which is commonly called smile. The book covers the Black–Scholes, local volatility, and stochastic volatility models, along with the Kolmogorov, Schrödinger, and Bellman–Hamilton–Jacobi equations.

Providing both theoretical and numerical results throughout, this book offers new ways of solving financial problems using techniques found in physics and mathematics.

Analysis, Geometry, and Modeling in Finance 下载 mobi epub pdf txt 电子书