Fourier transform methods in finance

by Cherubini, Umberto

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Title Statements

  • Full title :Fourier transform methods in finance / Umberto Cherubini ... [et al.].

Edition Statements

  • Publication Date:c2010.

Publication Statements

  • Publisher(s):John Wiley & Sons
  • Place of Publication:Chichester
  • Language:eng
  • Publication Date:c2010.

The Physical Object

  • Description:xii, 242 p. : : ill.

Edition Identifiers

  • oclc:on1200871305
  • LC Classification:HG6024.A3

Subjects

Analyse de Fourier Finance -- mathematical models Finances -- Modèles mathématiques Fourier analysis Options (Finance) -- Mathematical models Options (Finances) -- Modèles mathémati… Securities -- Prices Valeurs mobilières -- Prix

Writers

Cherubini, Umberto

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