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 autres].

Edition Statements

  • Publication Date:©2010.

Publication Statements

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

The Physical Object

  • Description:xii, 242 pages

Edition Identifiers

  • ISBN:9780470994009, 0470994002
  • oclc:ocn702349690
  • LC Classification:HG6024 .A3 F775t 2010
  • Dewey Decimal:332.63/2042

Subjects

Analyse de Fourier Analyse harmonique -- Guides, manuels, … Finance -- Handbooks, manuals, etc. -- … Finance -- mathematical models Finances -- Guides, manuels, etc. -- Mo… Finances -- Modèles mathématiques Fourier analysis Fourier transformations Fourier transformations -- Handbooks, m… Fourier, Analyse de Handbooks and manuals Harmonic analysis Harmonic analysis -- Handbooks, manuals… Mathématiques financières Options (Finance) -- Handbooks, manuals… Options (Finance) -- Mathematical models Options (Finances) -- Guides, manuels, … Options (Finances) -- Modèles mathémati… Prix -- Fixation Securities -- Handbooks, manuals, etc. …

Writers

Cherubini, Umberto

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