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Fourier transform methods i...
"Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arbitrage free pricing; generalized functions and the Fourier transform method." "Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance."--Jacket
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monografia Rebiun17824250 https://catalogo.rebiun.org/rebiun/record/Rebiun17824250 m o d cr cnu---unuuu 100402s2010 enka ob 001 0 eng d 609972998. 647848275. 746577373. 816366192 9780470994009 0470994002 9781119207825 electronic bk.) 1119207827 electronic bk.) 9780470688229 electronic bk.) 047068822X electronic bk.) cloth) cloth) UPVA 997912987703706 CBUC 991001008496706712 CBUC 991010349364706709 UPCT u269546 N$T. eng. pn. N$T. EBLCP. CDX. IUL. YDXCP. IDEBK. E7B. OCLCQ. DKU. OCLCQ. REDDC. OCLCQ. OCLCF. DEBSZ. OCLCQ. OCLCO. UKDOC. NLGGC. MERUC. DEBBG. DG1. OCLCO. OCLCQ. OCLCO. ES-VaUB Fourier transform methods in finance Recurs electrònic] Umberto Cherubini [and others] Chichester [Hoboken, N.J.] John Wiley & Sons 2010 Chichester [Hoboken, N.J.] Chichester [Hoboken, N.J.] John Wiley & Sons 1 recurs electrònic (xii, 242 pages) illustrations 1 recurs electrònic (xii, 242 pages) Wiley finance Inclou referències bibliogràfiques i índex 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 "Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arbitrage free pricing; generalized functions and the Fourier transform method." "Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance."--Jacket Options (Finance) Mathematical models Securities Prices Mathematical models Finance Mathematical models Fourier analysis BUSINESS & ECONOMICS Investments & Securities General. bisacsh Finance Mathematical models. fast Fourier analysis. fast Options (Finance) Mathematical models. fast Securities Prices Mathematical models. fast Llibres electrònics Cherubini, Umberto Wiley finance series Wiley E-books Wiley 2016 EBS en proves