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      Cover image for Nonlinear Option Pricing
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      Nonlinear Option Pricing

      Julien Guyon, Pierre Henry-Labordere

      Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored…

      $96.99

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      Cover image for Model-free Hedging: A Martingale Optimal Transport Viewpoint
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      Model-free Hedging: A Martingale Optimal Transport Viewpoint

      Pierre Henry-Labordere

      Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author…

      $178.99

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      Cover image for Model-free Hedging: A Martingale Optimal Transport Viewpoint
      Paperback
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      Model-free Hedging: A Martingale Optimal Transport Viewpoint

      Pierre Henry-Labordere

      Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author…

      $226.99

      Available to order, ships in approx 4 weeksAvailable to order

      Cover image for Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing
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      Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing

      Pierre Henry-Labordere

      Applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. This work introduces tools and methods, including differential geometry, spectral decomposition, and supersymmetry, and applies…

      $367.99

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      Cover image for Nonlinear Option Pricing
      Hardback
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      Nonlinear Option Pricing

      Julien Guyon,Pierre Henry-Labordere

      New Tools to Solve Your Option Pricing Problems

      For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative…

      $367.99

      Available to order, ships in approx 2 weeksAvailable to order