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Analysis, Geometry And Modeling In Finance

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.
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  • Supplier: Pickabook
  • SKU: 9781420086997
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Product Description

Applies advanced analytical & geometrical methods used in physics & mathematics to the financial field. This work introduces tools & methods, including differential geometry, spectral decomposition, & supersymmetry, & applies these methods to practical problems in finance. It focuses on the calibration & dynamics of implied volatility.

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Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

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Page Updated: 2015-03-31 20:45:45

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