Analysis, Geometry, and Modeling in Finance

Analysis, Geometry, and Modeling in Finance

Auteur: Pierre Henry-Labordere
Éditeur: CRC Press
Édition: 1
Année de publication: 2008
ISBN: 9781420086997

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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

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