Pastāsti draugiem par šo preci:
Applications of Fourier Transform to Smile Modeling: Theory and Implementation - Springer Finance Jianwei Zhu 2nd ed. 2010 edition
Applications of Fourier Transform to Smile Modeling: Theory and Implementation - Springer Finance
Jianwei Zhu
This text describes the applications of the Fourier transform to the modeling of volatility smile. It comprehensively treats option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, and more.
348 pages, 7 black & white illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2009. gada 16. oktobris |
| ISBN13 | 9783642018077 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 330 |
| Izmēri | 165 × 244 × 24 mm · 657 g |
| Valoda | Angļu |
Ziemassvētku dāvanas var atgriezt līdz 31. janvārim