Analysis, Geometry, and Modeling in Finance

Advanced Methods in Option Pricing

Produkt bewerten

Pierre Henry-Labordère

Verlag:

Taylor & Francis

Unsere-Artikel-Nr.: Z8D566Z

EAN: 9781420086997

Erhältlich:

Nicht auf Lager

Zustellung: Di, 18.08.2026

Versand: Kostenlos

-23.3 %

CHF 330.–

CHF 253.–

Beschreibung

This book offers new ways of solving financial problems using techniques found in physics and mathematics. Through the problem of option pricing, it demonstrates how differential geometry, spectral decomposition, and supersymmetry can be used as new tools in finance. The author covers practical issues from the industry, such as the calibration of stochastic volatility models and stochastic Libor market models. He uses Mathematica. ® and C for numerical implementations and provides end-of-chapter problems, including some based on recently published research papers.

Spezifikationen

Sprache

Englisch

Autor

Pierre Henry-Labordère

Zielgruppe

Professional Practice & Development

Erscheinungsjahr

2008

Format

Buch (Hardcover)

Anzahl Seiten