Tensor Calculus and Differential Geometry in Financial Models : A Quantitative Introduction to Advanced Risk Spaces
Language: English
Published by Independently Published Mai 2025, 2025
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 90.88
Quantity: 2 available
Add to basketItem description from seller
Neuware - Reactive PublishingIn Tensor Calculus and Differential Geometry in Financial Models, Hayden Van Der Post delivers an advanced, yet accessible, exploration of how modern mathematical structures can redefine the modeling of financial systems, risk surfaces, and stochastic flows. This groundbreaking volume bridges the gap between abstract mathematical theory and real-world financial applications, empowering quants, financial engineers, and academic researchers to model multi-dimensional risk with unprecedented precision.Through rigorous explanations and practical examples, readers will master: - Tensor calculus foundations and their applications in dynamic asset pricing- The role of manifolds, metrics, and curvature in portfolio optimization- Differential geometry tools for stress testing, volatility clustering, and systemic risk mapping- How geometric frameworks outperform traditional linear models in complex market conditionsBuilt for those ready to move beyond Black-Scholes and into the frontier of quantitative modeling, this book transforms how we see risk, not as a number, but as a shape. If you want to model markets with the tools of Einstein and apply them to modern finance, this is your next essential read.…
Seller Inventory # 9798283302669
- Title
- Tensor Calculus and Differential Geometry in Financial Models : A Quantitative Introduction to Advanced Risk Spaces
- Author
- Hayden van der Post
- Publisher
- Independently Published Mai 2025
- Publication year
- 2025
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 13
- 9798283302669
- Item weight
- 809 grams
- Dimensions
- 229x152x43 mm
In Tensor Calculus and Differential Geometry in Financial Models, Hayden Van Der Post delivers an advanced, yet accessible, exploration of how modern mathematical structures can redefine the modeling of financial systems, risk surfaces, and stochastic flows. This groundbreaking volume bridges the gap between abstract mathematical theory and real-world financial applications, empowering quants, financial engineers, and academic researchers to model multi-dimensional risk with unprecedented precision.
Through rigorous explanations and practical examples, readers will master:
-
Tensor calculus foundations and their applications in dynamic asset pricing
-
The role of manifolds, metrics, and curvature in portfolio optimization
-
Differential geometry tools for stress testing, volatility clustering, and systemic risk mapping
-
How geometric frameworks outperform traditional linear models in complex market conditions
Built for those ready to move beyond Black-Scholes and into the frontier of quantitative modeling, this book transforms how we see risk, not as a number, but as a shape. If you want to model markets with the tools of Einstein and apply them to modern finance, this is your next essential read.
"Synopsis" may belong to another edition of this title.
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