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Analysis, Geometry, and Modeling in Finance

Language EnglishEnglish
Book Hardback
Book Analysis, Geometry, and Modeling in Finance Pierre Henry-Laborde're
Libristo code: 06669538
Publishers Taylor & Francis Ltd, September 2008
Applies advanced analytical and geometrical methods used in physics and mathematics to the financial... Full description
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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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About the book

Full name Analysis, Geometry, and Modeling in Finance
Author Pierre Henry-Laborde're
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 391
EAN 9781420086997
ISBN 9781420086997
Libristo code 06669538
Publishers Taylor & Francis Ltd
Weight 730
Dimensions 163 x 247 x 28

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
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