Analysis, geometry, and modeling in finance : advanced methods in option pricing /: advanced methods in option pricing. (©2009)

• Record Type: Book
• Further Information: Note: Pierre Henry-Labordère.
• Other Names: Henry-Labordère, Pierre
• Contents: Cover -- Title -- Copyright -- Contents -- List of Tables -- List of Figures -- Chapter 1: Introduction -- Chapter 2: A Brief Course in Financial Mahematics -- Chapter 3: Smile Dynamics and Pricing of Exotic Options -- Chapter 4: Differential Geometry and Heat Kernel Expansion -- Chapter 5: Local Volatility Models and Geometry of Real Curves -- Chapter 6: Stochastic Volatility Models and Geometry of Complex Curves -- Chapter 7: Multi-Asset European Option and Flat Geometry -- Chapter 8: Stochastic Volatility Libor Market Models and Hyperbolic Geometry -- Chapter 9: Solvable Local and Stochastic Volatility Models -- Chapter 10: Schrodinger Semigroups Estimates and Implied Volatility Wings -- Chapter 11: Analysis on Wiener Space with Applications -- Chapter 12: Portfolio Optimization and Bellman-Hamilton-Jacobi Equation -- Appendix A: Saddle-Point Method -- Appendix B: Monte-Carlo Methods and Hopf Algebra -- References -- Index.
• Publisher Details: Boca Raton : CRC Press
• Publication Date: 2009
• Copyright Date: 2009
• Extent: 1 online resource (383 pages), illustrations
• Subjects: 332.64/53; Options (Finance) -- Mathematical models; Models, Theoretical; Economics; BUSINESS & ECONOMICS -- Investments & Securities -- General; Options (Finance) -- Mathematical models; Electronic books
• Languages: English
• ISBNs: 9781420087000; 1420087002; 9781420086997; 1420086995; 1281863408; 9781281863409
• Notes: Note: Includes bibliographical references (pages 369-378) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.