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:©2010

Publication Statements

  • Publisher(s):John Wiley & Sons
  • Place of Publication:Chichester
  • Language:eng
  • Publication Date:©2010

The Physical Object

  • Description:1 online resource (xii, 242 p.) : illustrations

Edition Identifiers

  • ISBN:9780470994009, 0470994002
  • oclc:ocn897031700
  • 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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