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Analysis, Geometry, and Modeling in Finance

- Advanced Methods in Option Pricing

About Analysis, Geometry, and Modeling in Finance

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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  • Language:
  • English
  • ISBN:
  • 9781420086997
  • Binding:
  • Hardback
  • Pages:
  • 402
  • Published:
  • September 21, 2008
  • Dimensions:
  • 163x247x28 mm.
  • Weight:
  • 730 g.
Delivery: 2-3 weeks
Expected delivery: January 11, 2025
Extended return policy to January 30, 2025
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Description of Analysis, Geometry, and Modeling in Finance

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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