Fourier transform methods in finance

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):Wiley
  • Place of Publication:Hoboken, N.J
  • Language:eng
  • Publication Date:c2010.

The Physical Object

  • Description:xii, 242 p. : : ill. ; : 25 cm.

Edition Identifiers

  • ISBN:9780470994009, 0470994002
  • oclc:on1166984461

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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