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Fourier Transform Methods In Finance

Over the years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts. This guide to pricing financial instruments using Fourier transform covers: Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; and arbitrage free pricing.
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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780470994009
Availability: In Stock
£46.20
tax & finance Business > Tax & Finance
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Product Description

Over the years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts. This guide to pricing financial instruments using Fourier transform covers: Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; & arbitrage free pricing.

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Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
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Page Updated: 2015-03-31 20:45:45

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