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:	Electronic eBook
Language:	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
Online Access:	Full text (Emerson users only) Full text (Emmanuel users only) Full text (NECO users only) Full text (MCPHS users only) Full text (Wentworth users only) Full text (Wentworth users only)

Full text (Emerson users only)
Full text (Emmanuel users only)
Full text (NECO users only)
Full text (MCPHS users only)
Full text (Wentworth users only)
Full text (Wentworth users only)

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Call Number:	ProQuest Wiley