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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 |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester ; [Hoboken, N.J.] :
John Wiley & Sons,
©2010.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Fourier transform methods in finance / |c Umberto Cherubini [and others]. |
| 260 | |a Chichester ; |a [Hoboken, N.J.] : |b John Wiley & Sons, |c ©2010. | ||
| 300 | |a 1 online resource (xii, 242 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a "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; arbitrage free pricing; generalized functions and the Fourier transform method." "Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance."--Jacket | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Fourier Transform Methods in Finance; Contents; Preface; List of Symbols; 1 Fourier Pricing Methods; 2 The Dynamics of Asset Prices; 3 Non-stationary Market Dynamics; 4 Arbitrage-Free Pricing; 5 Generalized Functions; 6 The Fourier Transform; 7 Fourier Transforms at Work; Appendices; A Elements of Probability; B Elements of Complex Analysis; C Complex Integration; D Vector Spaces and Function Spaces; E The Fast Fourier Transform; F The Fractional Fast Fourier Transform; G Affine Models: The Path Integral Approach; Bibliography; Index. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 0 | |a Securities |x Prices |x Mathematical models. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Fourier analysis. | |
| 650 | 2 | |a Fourier Analysis | |
| 650 | 6 | |a Options (Finances) |x Modèles mathématiques. | |
| 650 | 6 | |a Valeurs mobilières |x Prix |x Modèles mathématiques. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Analyse de Fourier. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Fourier analysis |2 fast | |
| 650 | 7 | |a Options (Finance) |x Mathematical models |2 fast | |
| 650 | 7 | |a Securities |x Prices |x Mathematical models |2 fast | |
| 700 | 1 | |a Cherubini, Umberto. | |
| 758 | |i has work: |a Fourier transform methods in finance (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGWy3HwJ4T3RM8whVRKVBX |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Fourier transform methods in finance. |d Chichester ; [Hoboken, N.J.] : John Wiley & Sons, ©2010 |z 9780470994009 |w (DLC) 2009043688 |w (OCoLC)463454275 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=480426 |z Texto completo |
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