ANALYSIS, GEOMETRY, AND MODELING IN FINANCE
ebook

ANALYSIS, GEOMETRY, AND MODELING IN FINANCE (ebook)

PIERRE HENRY-LABORDÈRE

$5,100.00
IVA incluido
Editorial:
CHAPMAN & HALL
Materia
MATEMATICAS
ISBN:
9781040069141
Formato:
Epublication content package
Idioma:
Inglés
DRM
Si

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, th

Otros libros del autor

  • MODEL-FREE HEDGING
    PIERRE HENRY-LABORDERE
    Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optimal transport and its martingale counterpart. This topic is t...

    $1,420.00