Analysis, Geometry, and Modeling in Finance 在线电子书 图书标签: volatility tough readable but
发表于2025-01-13
Analysis, Geometry, and Modeling in Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025
cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.
评分cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.
评分cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.
评分cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.
评分cannot make too insightful comments since I just start to read. but it seems that the concepts and fundamental tools are introduced in a neat way.
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.
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Analysis, Geometry, and Modeling in Finance 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025