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Fourier transform methods in finance [[electronic resource] /] / Umberto Cherubini ... [et al.]
| Fourier transform methods in finance [[electronic resource] /] / Umberto Cherubini ... [et al.] |
| Pubbl/distr/stampa | Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (258 p.) |
| Disciplina | 332.01515723 |
| Altri autori (Persone) | CherubiniUmberto |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Options (Finance) - Mathematical models
Securities - Prices - Mathematical models Finance - Mathematical models Fourier analysis |
| ISBN |
0-470-68492-5
1-119-20782-7 1-282-48313-7 9786612483134 0-470-68822-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910139507903321 |
| Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fourier transform methods in finance / / Umberto Cherubini ... [et al.]
| Fourier transform methods in finance / / Umberto Cherubini ... [et al.] |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 |
| Descrizione fisica | 1 online resource (258 p.) |
| Disciplina | 332.01515723 |
| Altri autori (Persone) | CherubiniUmberto |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Options (Finance) - Mathematical models
Securities - Prices - Mathematical models Finance - Mathematical models Fourier analysis |
| ISBN |
9786612483134
9780470684924 0470684925 9781119207825 1119207827 9781282483132 1282483137 9780470688229 047068822X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 |
| Record Nr. | UNINA-9910826274803321 |
| Chichester ; ; [Hoboken, NJ], : John Wiley & Sons, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||