(Read ebook) Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman and Hall/CRC Financial Mathematics Series)
·•●- Pierre Henry-Labordegrave;re ·•●-
#3128287 in eBooks 2008-09-22 2008-09-22File Name: B008I9VHX4
0 of 1 people found the following review helpful. This the book for mathematicians who likes to get into the real use of advanced math to the financial worldBy Carlos Ceacute;sar Piedrahita EscobarThere is an ample use of geometrical concepts, and also analogies from Phyics, like Hamilton-Jacobi's equations. Definitive this book shows we are entering the age of mathematical finance and economical sciences.Highly recommended.0 of 1 people found the following review helpful. Where is the code?Byhellip; this book is very compact and succinctly written, yet very rich in examples, exercise problems and proofs. There are many figures which support theories, both pure mathematics and mathematical finance. Among numerous tables, the comparison tables of financial models are especially helpful.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... [PDF.wc90] Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman and Hall/CRC Financial Mathematics Series) Rating: 4.65 (429 Votes)
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