Analysis, geometry, and modeling in finance

advanced methods in option pricing

"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 ...

Financial modelling with jump processes

During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools ...