Analysis Geometry and Modeling in Finance Advanced Methods in Option Pricing 1st Edition by Pierre Henry Labordere ISBN 1420087002 9781420087000

Analysis Geometry and Modeling in Finance Advanced Methods in Option Pricing 1st Edition by  Pierre Henry-Labordère – Ebook PDF Instant Download/Delivery: 1420087002, 9781420087000

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Product details:

ISBN 10: 1420087002 

ISBN 13: 9781420087000

Author: Pierre Henry-Labordère 

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.

Table of contents:

Chapter 1: Introduction
Chapter 2: A Brief Course in Financial Pierre Henry-Labordère
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: SchrodingerL Semigroups Estimates and Implied Volatility Wings
Chapter 11: Analysis on Wiener Space with Applications
Chapter 12: Portfolio Optimization and Bellman-Hamilton-Jacobi Equation

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Tags: Pierre Henry Labordere, Analysis, Geometry, Modeling, Finance, Option Pricing