analysis geometry and modeling in finance advanced methods in option pricing

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3、sEditorsM.A.H.DempsterDilipB.MadanRamaContCentreforFinancialRobertH.SmithSchoolCenterforFinancialResearchofBusinessEngineeringJudgeBusinessSchoolUniversityofMarylandColumbiaUniversityUniversityofCambridgeNewYorkPublishedTitlesAmerican-StyleDerivatives;Valu

4、ationandComputation,JeromeDetempleAnalysis,Geometry,andModelinginFinance:AdvancedMethodsinOptionPricing,PierreHenry-LabordèreCreditRisk:Models,Derivatives,andManagement,NiklasWagnerEngineeringBGM,AlanBraceFinancialModellingwithJumpProcesses,RamaContandPete

5、rTankovAnIntroductiontoCreditRiskModeling,ChristianBluhm,LudgerOverbeck,andChristophWagnerIntroductiontoStochasticCalculusAppliedtoFinance,SecondEdition,DamienLambertonandBernardLapeyreNumericalMethodsforFinance,JohnA.D.Appleby,DavidC.Edelman,andJohnJ.H.Mi

6、llerPortfolioOptimizationandPerformanceAnalysis,Jean-LucPrigentQuantitativeFundManagement,M.A.H.Dempster,GeorgPug,andGautamMitraRobustLiborModellingandPricingofDerivativeProducts,JohnSchoenmakersStructuredCreditPortfolioAnalysis,Baskets&CDOs,ChristianBluh

7、mandLudgerOverbeckUnderstandingRisk:TheTheoryandPracticeofFinancialRiskManagement,DavidMurphyProposalsfortheseriesshouldbesubmittedtooneoftheserieseditorsaboveordirectlyto:CRCPress,Taylor&FrancisGroup4th,Floor,AlbertHouse1-4SingerStreetLondonEC2A4BQUKC8699

8、_FM.indd28/5/081:40:28PMAnalysis,Geometry,andModelinginFinanceAdvancedMethodsinOptionPricingPierreHenry-LabordèreC8699_FM.indd38/5/081:40:28PMM.C.Escher’s“CircleLimitIV”©2008TheM.C.EscherCompany-Holland.Allri