£157.50

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£158 today · was £185 last week · was £185 last month

CRC Press Analysis, Geometry, and Modeling in Finance Book

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£184.65 £105.71 £122.94 £140.16 £157.38 £174.60 £191.83 12 August 2026 02 September 2026 24 September 2026 15 October 2026 06 November 2026
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1 day 1 day · current 85 days 0 21 43 64 85 £113 £158 £185 Days at Price

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Most common price: £185 (85 days, 97.7%)

Price range: £113 - £185

Price levels: 3 different prices over 87 days

Description

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is a groundbreaking text from the Chapman and Hall/CRC Financial Mathematics Series. This book is the first to apply advanced analytical and geometrical methods from physics and mathematics directly to the financial field. By addressing the problem of option pricing, the author provides new results where only approximate or partial solutions previously existed. Readers will learn how to use powerful tools such as differential geometry, spectral decomposition, and supersymmetry to solve practical financial problems. The text provides a deep look into the calibration and dynamics of implied volatility, making it an essential resource for those studying advanced methods in option pricing and applied mathematics.

Key Features

This CRC Press publication applies advanced analytical and geometrical methods from physics and mathematics to the financial sector.

The text provides new results for option pricing where only approximate and partial solutions were previously available.

Learn to use powerful mathematical tools including differential geometry, spectral decomposition, and supersymmetry.

The content focuses on practical applications in finance, specifically regarding the calibration and dynamics of implied volatility.

Part of the Chapman and Hall/CRC Financial Mathematics Series for specialized study in applied mathematics.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 September 2008
Listed Since
19 May 2008

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