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[null,"1.","Record Nr.",null,"UNINA9910826274803321"]
[null,null,"Titolo",null,"Fourier transform methods in finance / / Umberto Cherubini ... [et al.]"]
[null,null,"Pubbl/distr/stampa",null,"Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010"]
[null,null,"ISBN",null,"9786612483134"]
[{"$nulls":4},"9780470684924"]
[{"$nulls":4},"0470684925"]
[{"$nulls":4},"9781119207825"]
[{"$nulls":4},"1119207827"]
[{"$nulls":4},"9781282483132"]
[{"$nulls":4},"1282483137"]
[{"$nulls":4},"9780470688229"]
[{"$nulls":4},"047068822X"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (258 p.)"]
[null,null,"Collana",null,"The Wiley Finance Series ; ; v.524"]
[null,null,"Disciplina",null,"332.01515723"]
[null,null,"Soggetti",null,"Options (Finance) - Mathematical models"]
[{"$nulls":4},"Securities - Prices - Mathematical models"]
[{"$nulls":4},"Finance - Mathematical models"]
[{"$nulls":4},"Fourier analysis"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Fourier Transform Methods in Finance; Contents; Preface; List of Symbols; 1 Fourier Pricing Methods; 2 The Dynamics of Asset Prices; 3 Non-stationary Market Dynamics; 4 Arbitrage-Free Pricing; 5 Generalized Functions; 6 The Fourier Transform; 7 Fourier Transforms at Work; Appendices; A Elements of Probability; B Elements of Complex Analysis; C Complex Integration; D Vector Spaces and Function Spaces; E The Fast Fourier Transform; F The Fractional Fast Fourier Transform; G Affine Models: The Path Integral Approach; Bibliography; Index"]
[null,null,null,"Sommario/riassunto","In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes.  Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an "]
[{"$nulls":4},"experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics"]