Fourier transform methods in finance / Umberto Cherubini [and others]
"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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| Other Authors: | |
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| Format: | Book |
| Language: | English |
| Published: |
Chichester ; [Hoboken, N.J.] :
John Wiley & Sons,
©2010.
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| Subjects: |
Business Library - Stacks
| Call Number: |
HG6024.A3 F684 2010
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| HG6024.A3 F684 2010 | Available Place a Hold |