[下载]Analysis Geometry and Modeling in Finance

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2009-3-26 11:09:00 上传

[下载]Analysis Geometry and Modeling in Finance
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[下载]Analysis Geometry and Modeling in Finance
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請使用電信通道，下載速度較快．

Analysis, Geometry, and Modeling in Finance (Chapman & Hall/Crc Financial Mathematics Series)
by Pierre Henry-Labordère

Hardcover: 400 pages
Publisher: Chapman & Hall/CRC; 1 edition (September 19, 2008)
ISBN: 1420086995

 

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.

[此贴子已经被作者于2009-6-1 17:28:28编辑过]

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关键词：Geometry Analysis Modeling Finance Analysi 下载 Finance Analysis Geometry Modeling

lz，附件有问题，我可是花了大价钱啊。。。

May be the download speed is too slow, please give me your e-mail, I will send you the file.

Martinnyj

巳測試下載沒有問題，各位可以放心下載，請選用電信通道．

[此贴子已经被作者于2009-3-26 11:59:28编辑过]

多谢lz，问题已经解决