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

This book includes four courses on geometric measure theory, the calculus of variations, partial differential equations, and differential geometry. Authored by leading experts in their fields, the lectures present different approaches to research topics with the common background of a relevant underlying, usually non-Riemannian, geometric structure. In particular, the topics covered concern differentiation and functions of bounded variation in metric spaces, Sobolev spaces, and differential geometry in the so-called Carnot–Carathéodory spaces. The text is based on lectures presented at the 10th School on "Analysis and Geometry in Metric Spaces" held in Levico Terme (TN), Italy, in collaboration with the University of Trento, Fondazione Bruno Kessler and CIME, Italy. The book is addressed to both graduate students and researchers.

The articles in this volume are invited papers from the Marcus Wallenberg symposium and focus on research topics that bridge the gap between analysis, geometry, and topology. The encounters between these three fields are widespread and often provide impetus for major breakthroughs in applications. Topics include new developments in low dimensional topology related to invariants of links and three and four manifolds; Perelman's spectacular proof of the Poincare conjecture; and the recent advances made in algebraic, complex, symplectic, and tropical geometry.

Quantum mechanics is arguably one of the most successful scientific theories ever and its applications to chemistry, optics, and information theory are innumerable. This book provides the reader with a rigorous treatment of the main mathematical tools from harmonic analysis which play an essential role in the modern formulation of quantum mechanics. This allows us at the same time to suggest some new ideas and methods, with a special focus on topics such as the Wigner phase space formalism and its applications to the theory of the density operator and its entanglement properties. This book can be used with profit by advanced undergraduate students in mathematics and physics, as well as by confirmed researchers.

Starting with the fundamentals of Qα spaces and their relationships to Besov spaces, this book presents all major results around Qα spaces obtained in the past 16 years. The applications of Qα spaces in the study of the incompressible Navier-Stokes system and its stationary form are also discussed. This self-contained book can be used as an essential reference for researchers and graduates in analysis and partial differential equations.

This authoritative volume in honor of Alain Connes, the foremost architect of Noncommutative Geometry, presents the state-of-the art in the subject. The book features an amalgam of invited survey and research papers that will no doubt be accessed, read, and referred to, for several decades to come. The pertinence and potency of new concepts and methods are concretely illustrated in each contribution. Much of the content is a direct outgrowth of the Noncommutative Geometry conference, held March 23–April 7, 2017, in Shanghai, China. The conference covered the latest research and future areas of potential exploration surrounding topology and physics, number theory, as well as index theory and its ramifications in geometry.