Fourier transform methods in finance
Auteur :
Cherubini, Umberto / Lunga, Giovanni Della / Rossi, Pietro / Mulinacci, Sabrina
Éditeur :
John Wiley and Sons Ltd
ISBN :
9780470994009
Date de publication :
11 déc. 2009
Dimensions :
25,0 x 17,6 x 2,5 cm
Poids :
612 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This is the first book written on the application of Fourier transform to finance. Written by an academic and practitioner team, it is an accessible and practical guide to the subject providing an introduction to the mathematics and applications of Fourier transform.