Analysis, Geometry and Modeling in Finance (Chapman & Hall/CRC Financial Mathematics Series)

by PierreHenry-Labordère (Author)

• New

  Hardcover
  2008

  $198.53

  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.