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Applications of Fourier Transform to Smile Modeling: Theory and Implementation - Springer Finance Jianwei Zhu Softcover reprint of hardcover 2nd ed. 2010 edition
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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.
345 pages, 7 black & white illustrations, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2012. gada 14. marts |
| ISBN13 | 9783642260940 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 330 |
| Izmēri | 155 × 235 × 18 mm · 485 g |
| Valoda | Angļu |
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