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...

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Détails bibliographiques
Cote:Libro Electrónico
Autres auteurs: Cherubini, Umberto
Format: Électronique eBook
Langue:Inglés
Publié: Chichester ; [Hoboken, N.J.] : John Wiley & Sons, ©2010.
Sujets:
Options (Finance) > Mathematical models.
Securities > Prices > Mathematical models.
Finance > Mathematical models.
Fourier analysis.
Fourier Analysis
Options (Finances) > Modèles mathématiques.
Valeurs mobilières > Prix > Modèles mathématiques.
Finances > Modèles mathématiques.
Analyse de Fourier.
BUSINESS & ECONOMICS > Investments & Securities > General.
Finance > Mathematical models
Fourier analysis
Options (Finance) > Mathematical models
Securities > Prices > Mathematical models
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