Shoping cart:
Empty
Cheap Software
Search by Letter:
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z All programs New Mac

Analysis, Geometry, and Modeling in Finance Advanced Methods in Option Pricing PDF eBook

1$
Buy!Download Size: 2.81 MB


Pierre Henry-Labordère - Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing
Published: 2008-09-22 | ISBN: 1420086995 | PDF | 391 pages | 3 MB


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 Advanced Methods in Option Pricing PDF eBook

1$
Buy!Download Size: 2.81 MB


Customers who bought this program also bought:


Bayesian Spectrum Analysis and Parameter Estimation PDF eBook $1 BUY!
McDougal Littell Literature Student Edition Grade 9 PDF eBook $10 BUY!
McDougal Littell Literature Student Edition Grade 7 PDF eBook $10 BUY!
Essential PTC(R) Mathcad Prime(R) 3.0 A Guide for New and Current Users PDF eBook $1 BUY!


Software Store Deal of the Day

2010 SUPER PACK 4

2010 SUPER PACK 4

Unclude: Adobe Acrobat 9.0 Pro Extended (1 dvd), Adobe Photoshop CS5 Extended 12.0 (1 dvd), Autodesk Autocad LT 2011 (1 dvd), Corel WinDVD Pro 2010 10.0.5.291 Multilingual, CorelDRAW Graphics Suite X5 15.0.0.486, DVD Cloner VII 7.10.992, TechSmith Camtasia Studio 7.0.0

Real PriceSaving Deal of the Day View it »
$2960 94.6%229$BUY!
We recommend
Categories
© 2010-2017. All rights reserved.