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Analysis, Geometry, and Modeling in Finance 2024 pdf epub mobi 電子書 下載

Analysis, Geometry, and Modeling in Finance
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Analysis, Geometry, and Modeling in Finance pdf epub mobi 圖書描述

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 2024 pdf epub mobi 電子書 下載

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發表於2024-12-23

Analysis, Geometry, and Modeling in Finance 2024 pdf epub mobi 電子書 下載

Analysis, Geometry, and Modeling in Finance 2024 pdf epub mobi 電子書 下載

Analysis, Geometry, and Modeling in Finance 2024 pdf epub mobi 電子書 下載


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出版者:Chapman and Hall/CRC
作者:Pierre Henry-Labordère
出品人:
頁數:391
譯者:
出版時間:2008-9-22
價格:USD 99.95
裝幀:Hardcover
isbn號碼:9781420086997
叢書系列:

圖書標籤: volatility  tough  readable  but   

Analysis, Geometry, and Modeling in Finance 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Analysis, Geometry, and Modeling in Finance pdf epub mobi 用戶評價

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cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.

評分☆☆☆☆☆

cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.

評分☆☆☆☆☆

cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.

評分☆☆☆☆☆

cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.

評分☆☆☆☆☆

cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.

Analysis, Geometry, and Modeling in Finance 2024 pdf epub mobi 電子書 下載

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