Fourier transform methods in finance /
"Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arb...
Clasificación: | Libro Electrónico |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chichester ; [Hoboken, N.J.] :
John Wiley & Sons,
©2010.
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Temas: | |
Acceso en línea: | Texto completo |