Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series
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16

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Published By Chapman And Hall/CRC

9781420086997, 9781420087000

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Solvable Local and Stochastic Volatility Models

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch9 ◽

2008 ◽

pp. 247-287

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Volatility Models

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Multi-Asset European Option and Flat Geometry

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch7 ◽

2008 ◽

pp. 187-204

Keyword(s):

European Option ◽

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A Brief Course in Financial Mathematics

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch2 ◽

2008 ◽

pp. 7-53

Keyword(s):

Financial Mathematics

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Schrodinger Semigroups Estimates and Implied Volatility Wings

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch10 ◽

2008 ◽

pp. 289-307

Keyword(s):

Implied Volatility

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Stochastic Volatility Models and Geometry of Complex Curves

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch6 ◽

2008 ◽

pp. 149-186

Keyword(s):

Stochastic Volatility ◽

Stochastic Volatility Models ◽

Complex Curves ◽

Volatility Models

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Local Volatility Models and Geometry of Real Curves

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch5 ◽

2008 ◽

pp. 123-148

Keyword(s):

Local Volatility ◽

Volatility Models ◽

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Analysis on Wiener Space with Applications

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch11 ◽

2008 ◽

pp. 309-338

Keyword(s):

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Introduction

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.ch1 ◽

2008 ◽

pp. 1-6 ◽

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Monte-Carlo Methods and Hopf Algebra

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.axb ◽

2008 ◽

pp. 353-368

Keyword(s):

Monte Carlo ◽

Hopf Algebra ◽

Monte Carlo Methods

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Contents

Analysis, Geometry, and Modeling in Finance - Chapman & Hall/CRC Financial Mathematics Series ◽

10.1201/9781420087000.fmatt ◽

2008 ◽

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