| Document Type
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BL
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| Record Number
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642717
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| Doc. No
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dltt
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| Main Entry
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Henry-Labordère, Pierre.
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| Title & Author
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Analysis, geometry, and modeling in finance : : advanced methods in option pricing /\ Pierre Henry-Labordère.
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| Publication Statement
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Boca Raton :: CRC Press,, c2009.
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| Series Statement
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Chapman & Hall/CRC financial mathematics series
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| Page. NO
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383 p. :: ill. ;; 25 cm.
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| ISBN
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9781420086997 (alk. paper)
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: 1420086995 (alk. paper)
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| Notes
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"A Chapman & Hall book."
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| Bibliographies/Indexes
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Includes bibliographical references (p. 369-378) and index.
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| Contents
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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.
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| Subject
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Options (Finance)-- Mathematical models.
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| LC Classification
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HG6024.A3H46 2009
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