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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Bibliographic Details
Other Authors:	Cherubini, Umberto
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Chichester ; [Hoboken, N.J.] : John Wiley & Sons, ©2010.
Subjects:	Options (Finance) > Mathematical models. Securities > Prices > Mathematical models. Finance > Mathematical models. Fourier analysis. Fourier Analysis
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Call Number:		HG6024.A3 F684 2010eb

HG6024.A3 F684 2010eb	Available