Analysis, Geometry, and Modeling in Finance

Analysis, Geometry, and Modeling in Finance

Forfatter: Pierre Henry-Labordere
Forlag: CRC Press
Utgave: 1
Utgivelsesår: 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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