Fourier transform methods in finance:
"Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arb...
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Chichester
John Wiley & Sons
© 2010
2010 |
| Series: | Wiley finance
|
| Subjects: | |
| Online Access: | FRO01 UBG01 Volltext |
| Summary: | "Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arbitrage free pricing; generalized functions and the Fourier transform method." "Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance."--Jacket |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | 1 Online-Ressource (1 online resource (xii, 242 pages)) |
| ISBN: | 9781119207825 1119207827 9780470688229 047068822X |
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MARC
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Record in the Search Index
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| building | Verbundindex |
| bvnumber | BV043648134 |
| collection | ZDB-35-WIC |
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| dewey-full | 332.63/2042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2042 |
| dewey-search | 332.63/2042 |
| dewey-sort | 3332.63 42042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043648134 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:31:28Z |
| institution | BVB |
| isbn | 9781119207825 1119207827 9780470688229 047068822X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029061782 |
| oclc_num | 593239932 |
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| physical | 1 Online-Ressource (1 online resource (xii, 242 pages)) |
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| publishDate | 2010 |
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| publisher | John Wiley & Sons |
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| series2 | Wiley finance |
| spelling | Fourier transform methods in finance Umberto Cherubini [and others] Chichester John Wiley & Sons © 2010 2010 1 Online-Ressource (1 online resource (xii, 242 pages)) txt rdacontent c rdamedia cr rdacarrier Wiley finance Includes bibliographical references and index "Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arbitrage free pricing; generalized functions and the Fourier transform method." "Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance."--Jacket BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Finance / Mathematical models fast Fourier analysis fast Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Finance - Mathematical models Finance / Mathematical models Fourier analysis Options (Finance) - Mathematical models Options (Finance) / Mathematical models Securities - Prices - Mathematical models Securities / Prices / Mathematical models Mathematisches Modell Wirtschaft Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Electronic books Finanzierung (DE-588)4017182-6 s Kreditmarkt (DE-588)4073788-3 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Cherubini, Umberto Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781119207825 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Fourier transform methods in finance BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Finance / Mathematical models fast Fourier analysis fast Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Finance - Mathematical models Finance / Mathematical models Fourier analysis Options (Finance) - Mathematical models Options (Finance) / Mathematical models Securities - Prices - Mathematical models Securities / Prices / Mathematical models Mathematisches Modell Wirtschaft Mathematisches Modell (DE-588)4114528-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzierung (DE-588)4017182-6 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4073788-3 (DE-588)4017182-6 |
| title | Fourier transform methods in finance |
| title_auth | Fourier transform methods in finance |
| title_exact_search | Fourier transform methods in finance |
| title_full | Fourier transform methods in finance Umberto Cherubini [and others] |
| title_fullStr | Fourier transform methods in finance Umberto Cherubini [and others] |
| title_full_unstemmed | Fourier transform methods in finance Umberto Cherubini [and others] |
| title_short | Fourier transform methods in finance |
| title_sort | fourier transform methods in finance |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Finance / Mathematical models fast Fourier analysis fast Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Finance - Mathematical models Finance / Mathematical models Fourier analysis Options (Finance) - Mathematical models Options (Finance) / Mathematical models Securities - Prices - Mathematical models Securities / Prices / Mathematical models Mathematisches Modell Wirtschaft Mathematisches Modell (DE-588)4114528-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Finanzierung (DE-588)4017182-6 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Finance / Mathematical models Fourier analysis Options (Finance) / Mathematical models Securities / Prices / Mathematical models Finance - Mathematical models Options (Finance) - Mathematical models Securities - Prices - Mathematical models Mathematisches Modell Wirtschaft Kreditmarkt Finanzierung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119207825 |
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