analysis, geometry, and modeling in finance advanced methods in option pricing（2-1）

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1、Analysis,Geometry,andModelinginFinanceAdvancedMethodsinOptionPricing8/5/081:40:28PMCHAPMAN&HALL/CRCFinancialMathematicsSeriesAimsandscope:Theeldofnancialmathematicsformsanever-expandingsliceofthenancialsector.Thisseriesaimstocapturenewdevelopmentsandsummarizewhati

2、sknownoverthewholespectrumofthiseld.Itwillincludeabroadrangeoftextbooks,referenceworksandhandbooksthataremeanttoappealtobothacademicsandpractitioners.Theinclusionofnumericalcodeandconcretereal-worldexamplesishighlyencouraged.SeriesEditorsM.A.H.DempsterDilipB.MadanRa

3、maContCentreforFinancialRobertH.SmithSchoolCenterforFinancialResearchofBusinessEngineeringJudgeBusinessSchoolUniversityofMarylandColumbiaUniversityUniversityofCambridgeNewYorkPublishedTitlesAmerican-StyleDerivatives;ValuationandComputation,JeromeDetempleAnalysis,Geom

4、etry,andModelinginFinance:AdvancedMethodsinOptionPricing,PierreHenry-LabordèreCreditRisk:Models,Derivatives,andManagement,NiklasWagnerEngineeringBGM,AlanBraceFinancialModellingwithJumpProcesses,RamaContandPeterTankovAnIntroductiontoCreditRiskModeling,ChristianBluhm,L

5、udgerOverbeck,andChristophWagnerIntroductiontoStochasticCalculusAppliedtoFinance,SecondEdition,DamienLambertonandBernardLapeyreNumericalMethodsforFinance,JohnA.D.Appleby,DavidC.Edelman,andJohnJ.H.MillerPortfolioOptimizationandPerformanceAnalysis,Jean-LucPrigentQuanti

6、tativeFundManagement,M.A.H.Dempster,GeorgPug,andGautamMitraRobustLiborModellingandPricingofDerivativeProducts,JohnSchoenmakersStructuredCreditPortfolioAnalysis,Baskets&CDOs,ChristianBluhmandLudgerOverbeckUnderstandingRisk:TheTheoryandPracticeofFinancialRiskManagemen

7、t,DavidMurphyProposalsfortheseriesshouldbesubmittedtooneoftheserieseditorsaboveordirectlyto:CRCPress,Taylor&FrancisGroup4th,Floor,AlbertHouse1-4SingerStreetLondonEC2A4BQUKC8699_FM.indd28/5/081:40:28PMAnalysis,Geometry,andModelinginFinanceAdvancedMethodsinOptionPricin

8、gPierreHenry-LabordèreC8699_FM.indd38/5/081:40:28PMM.C.Escher’s“CircleLimitIV”©2008TheM.C.EscherCompany-Holland.Allrightsreserved.w