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Fourier Transform Methods in Finance (The Wiley Finance Series)
Fourier Transform Methods in Finance - The Wiley Finance Series
Author: Umberto Cherubini, Giovanni Della Lunga, Sabrina Mulinacci, Pietro Rossi
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. ...  more »
ISBN-13: 9780470994009
ISBN-10: 0470994002
Publication Date: 2/15/2010
Pages: 256
Edition: 1
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Publisher: Wiley
Book Type: Hardcover
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