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.

The book by Pierre Henry-Labordère is a quite a tour de force―Advanced Methods in Option Pricing might appear to. .Series: Chapman and Hall/CRC Financial Mathematics Series (Book 13).

The book by Pierre Henry-Labordère is a quite a tour de force―Advanced Methods in Option Pricing might appear to some as an understatement. One finds in this opus many gems from theoretical physics (non-Euclidean geometry, super-symmetric quantum mechanics, path integrals, and functional derivatives) applied to financial time series modeling and option pricing theory.

The advanced methods proposed by Pierre Henry-Labordère are beautiful and fascinating and will probably help . Publication Date: September 22, 2008.

The advanced methods proposed by Pierre Henry-Labordère are beautiful and fascinating and will probably help to attract still a larger number of brilliant minds to financial mathematics, both in academic circles and in trading rooms. When facing complex problems that arise in the real world, one should always remember that real answers to real questions may require imagination.

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The advanced methods proposed by Pierre Henry-Labordère are beautiful and fascinating and will probably help to attract still a larger number of.Book Description Chapman and Hall/CRC, 2008. Condition: New. book. Seller Inventory M1420086995. This book is the manifest prototype of this timeless principle.

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. 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.

Chapman and Hall/CRC Published September 22, 2008 Reference - 391 Pages - 30 B/W Illustrations ISBN 9781420086997 . The book by Pierre Henry-Labordère is a quite a tour de force-Advanced Methods in Option Pricing might appear to some as an understatement.

Chapman and Hall/CRC Published September 22, 2008 Reference - 391 Pages - 30 B/W Illustrations ISBN 9781420086997 - CAT C8699 Series: Chapman and Hall/CRC Financial Mathematics Series.

Analysis, Geometry, and Modeling in Finance

Analysis, Geometry, and Modeling in Finance. 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. Through the problem of option pricing, th. Table of contents.

Imprint Chapman & Hall/CRC

Imprint Chapman & Hall/CRC. Publication City/Country Boca Raton, FL, United States.

Bibliography, etc. Note: Includes bibliographical references and index. Rubrics: Options (Finance) Mathematical models. Download PDF book format. Download DOC book format.

Applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. Chapman and Hall/Crc Financial Mathematics Series. 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.