Cover Image

Modular Pricing of Options : An Application of Fourier Analysis /

Show other versions (1)

This book provides a comprehensive, up-to-date treatment of the application of Fourier analyses to pricing standard and exotic options, and discusses three different factors: stochastic volatility, stochastic interest rate and random jump. The modeling of volatility and interest rate falls into four...

Full description

Bibliographic Details
Main Author: Zhu, Jianwei
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2000.
Series:Lecture notes in economics and mathematical systems ; 493.
Subjects:
Economics.
Finance.
Electronic books.
Online Access:Connect to the full text of this electronic book

Similar Items