ABSTRACT
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.Through the problem of option pricing, th
TABLE OF CONTENTS
chapter IV|12 pages
versus LV 60.00 50.00 00 30.00 20.00 10.00 Strike -30% 50% 70% 90% 110% 130% 150% 170% 190%
Market IV
chapter |2 pages
Lambda=-10%, lambdabar=0%, f0=5.37%, tau=5 y, nu=27.48%, rho=11.48%, beta=30%
Asymptotic Hagan
chapter |1 pages
Implied Vol 1Year 0.80 0.70 60 50 0.40 0.30 0.20 0.10 0.20.40.60.811.21.41.61.82
Hagan-al
chapter |1 pages
Implied Vol 5Year 0.70 0.60 50 0.40 0.30 0.20 0.10 0.20.40.60.81 21.41.61.82
Hagan-al
chapter |2 pages
Implied Vol 10Year 0.60 0 50 . 40 0.30 0.20 0.10 0.00 0.20.40.60.81 21.41.61.82
Hagan-al
