This book offers new ways of solving financial problems using techniques found in physics and mathematics. Through the problem of option pricing, it demonstrates how differential geometry, spectral decomposition, and supersymmetry can be used as new tools in finance. The author covers practical issues from the industry, such as the calibration of stochastic volatility models and stochastic Libor market models. He uses Mathematica (R) and C++ for numerical implementations and provides end-of-chapter problems, including some ...
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This book offers new ways of solving financial problems using techniques found in physics and mathematics. Through the problem of option pricing, it demonstrates how differential geometry, spectral decomposition, and supersymmetry can be used as new tools in finance. The author covers practical issues from the industry, such as the calibration of stochastic volatility models and stochastic Libor market models. He uses Mathematica (R) and C++ for numerical implementations and provides end-of-chapter problems, including some based on recently published research papers.
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Add this copy of Analysis, Geometry, and Modeling in Finance: Advanced to cart. $123.01, good condition, Sold by A Book Corner rated 5.0 out of 5 stars, ships from Beaverton, OR, UNITED STATES, published 2008 by Chapman and Hall/CRC.
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Hardback. No dust jacket. Cover edges and corners in good shape. Spine is tight. There are notes written on the flyleaf. The side margin on the first seven pages including the flyleaf, cover page and table of contents have been cut off. They are narrower than the other pages but none of the text is missing. Ships from Friends bookstore to benefit Beaverton (Oregon) library.
Add this copy of Analysis, Geometry, and Modeling in Finance: Advanced to cart. $149.80, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2008 by Chapman and Hall/CRC.
Add this copy of Analysis, Geometry, and Modeling in Finance to cart. $157.15, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2008 by CRC Press.
Add this copy of Analysis, Geometry, and Modeling in Finance to cart. $170.42, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2008 by CRC Press.
Add this copy of Analysis, Geometry, and Modeling in Finance: Advanced to cart. $202.86, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2008 by Chapman and Hall/CRC.
Add this copy of Analysis, Geometry, and Modeling in Finance: Advanced to cart. $237.86, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2008 by CRC Press.
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New. Sewn binding. Paper over boards. 402 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Analysis, Geometry, and Modeling in Finance: Advanced to cart. $237.86, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2008 by CRC Press.
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Fine. Sewn binding. Paper over boards. 402 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Analysis, Geometry, and Modeling in Finance: Advanced to cart. $248.55, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2008 by CRC Press.
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New. Print on demand Sewn binding. Paper over boards. 402 p. Contains: Unspecified, Illustrations, black & white, Tables, black & white, Figures. Chapman and Hall/CRC Financial Mathematics.