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...
Saved in:
| Online Access: |
Full Text (via ProQuest) |
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| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Chichester ; [Hoboken, N.J.] :
John Wiley & Sons,
©2010.
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| Subjects: |
Internet
Full Text (via ProQuest)Online
| Call Number: |
HG6024.A3 F684 2010eb
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| HG6024.A3 F684 2010eb | Available |