عنوان
پدید آورنده
موضوع
رده
HG6024.A3 H46 2009
HG6024
.
A3
H46
2009
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1420086995 (alk. paper)
(Number (ISBN
9781420086997 (alk. paper)
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Analysis, geometry, and modeling in finance :
General Material Designation
[Book]
Other Title Information
advanced methods in option pricing /
First Statement of Responsibility
Pierre Henry-Labordère.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boca Raton :
Name of Publisher, Distributor, etc.
CRC Press,
Date of Publication, Distribution, etc.
c2009.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
383 p. :
Other Physical Details
ill. ;
Dimensions
25 cm.
SERIES
Series Title
Chapman & Hall/CRC financial mathematics series
GENERAL NOTES
Text of Note
"A Chapman & Hall book."
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 369-378) and index.
CONTENTS NOTE
Text of Note
Brief Course in Financial Mathematics -- Smile Dynamics and Pricing of Exotic Options -- Dierential Geometry and Heat Kernel Expansion -- Local Volatility Models and Geometry of Real Curves -- Stochastic Volatility Models and Geometry of Comple Curves -- Multi-Asset European Option and Flat Geometry -- Stochastic Volatility Libor Market Models and Hyperbolic Geometry -- Solvable Local and Stochastic Volatility Models -- Schrodinger Semigroups Estimates and Implied Volatility Wings -- Analysis on Wiener Space with Applications -- Portfolio Optimization and Bellman-Hamilton-Jacobi Equation -- References -- Index.
0
TOPICAL NAME USED AS SUBJECT
Options (Finance)-- Mathematical models.
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
A3
Book number
H46
2009
PERSONAL NAME - PRIMARY RESPONSIBILITY
Henry-Labordère, Pierre.
ORIGINATING SOURCE
Date of Transaction
20140226014927.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
