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 (R) and C++ for numerical implementations and provides end-of-chapter problems, including some ...
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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 (R) and C++ for numerical implementations and provides end-of-chapter problems, including some based on recently published research papers.
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Add this copy of Analysis, Geometry, and Modeling in Finance: Advanced to cart. $216.06, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2008 by CRC Press.
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New. Sewn binding. Paper over boards. 402 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman and Hall/CRC Financial Mathematics.
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New. Sewn binding. Paper over boards. 402 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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New. Sewn binding. Paper over boards. 391 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman and Hall/CRC Financial Mathematics.
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New. Sewn binding. Paper over boards. 402 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman and Hall/CRC Financial Mathematics.