In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate price
Fourier transform methods in finance
โ Scribed by Cherubini U., et al.
- Publisher
- Wiley
- Year
- 2010
- Tongue
- English
- Leaves
- 258
- Category
- Library
No coin nor oath required. For personal study only.
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This modern approach to the subject is clearly and logically structured, and gives readers an understanding of the essence of Fourier transforms and their applications. All important aspects are included with respect to their use with optical spectroscopic data. Based on popular lectures, the aut
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