2009, ISBN: 9783642018077
Theory and Implementation, Buch, Hardcover, 2nd ed. 2010, This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by ?nancial enginee… Altro …
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2009, ISBN: 3642018076
[EAN: 9783642018077], Neubuch, [PU: Springer Berlin Heidelberg], FINANZIERUNG ANALYSIS FOURIERANALYSIS FINANCE FINANZIERUNGSTHEORIE FOURIERTRANSFORM FOURIERANALYSE OPTIONPRICING OPTIONSPR… Altro …
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Applications of Fourier Transform to Smile Modeling Theory and Implementation - copertina rigida, flessible
2009, ISBN: 3642018076
2nd ed. 2010 Gebundene Ausgabe Finanzierung, Analysis / Fourieranalysis, Fourieranalysis, Wirtschaftsmathematik und -informatik, IT-Management, Angewandte Mathematik, Finance; Finanzier… Altro …
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Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance) - copertina rigida, flessible
2009, ISBN: 9783642018077
Springer, Gebundene Ausgabe, Auflage: 2nd ed. 2010, 345 Seiten, Publiziert: 2009-10-16T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 7 black & white illustrations, biography, 1.52 kg, R… Altro …
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Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance) - copertina rigida, flessible
ISBN: 9783642018077
hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book., 2.5
Biblio.co.uk |
2009, ISBN: 9783642018077
Theory and Implementation, Buch, Hardcover, 2nd ed. 2010, This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by ?nancial enginee… Altro …
2009, ISBN: 3642018076
[EAN: 9783642018077], Neubuch, [PU: Springer Berlin Heidelberg], FINANZIERUNG ANALYSIS FOURIERANALYSIS FINANCE FINANZIERUNGSTHEORIE FOURIERTRANSFORM FOURIERANALYSE OPTIONPRICING OPTIONSPR… Altro …
Applications of Fourier Transform to Smile Modeling Theory and Implementation - copertina rigida, flessible
2009
ISBN: 3642018076
2nd ed. 2010 Gebundene Ausgabe Finanzierung, Analysis / Fourieranalysis, Fourieranalysis, Wirtschaftsmathematik und -informatik, IT-Management, Angewandte Mathematik, Finance; Finanzier… Altro …
Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance) - copertina rigida, flessible
2009, ISBN: 9783642018077
Springer, Gebundene Ausgabe, Auflage: 2nd ed. 2010, 345 Seiten, Publiziert: 2009-10-16T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 7 black & white illustrations, biography, 1.52 kg, R… Altro …
Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance) - copertina rigida, flessible
ISBN: 9783642018077
hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book., 2.5
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Informazioni dettagliate del libro - Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance)
EAN (ISBN-13): 9783642018077
ISBN (ISBN-10): 3642018076
Copertina rigida
Anno di pubblicazione: 2009
Editore: Springer
330 Pagine
Peso: 0,684 kg
Lingua: eng/Englisch
Libro nella banca dati dal 2007-01-20T13:41:52+01:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-07-25T15:55:19+02:00 (Zurich)
ISBN/EAN: 9783642018077
ISBN - Stili di scrittura alternativi:
3-642-01807-6, 978-3-642-01807-7
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : zhu
Titolo del libro: fourier analysis, fourier transform, applications transform, sometimes cannot smile, zhu, modular, applications finance
Dati dell'editore
Autore: Jianwei Zhu
Titolo: Springer Finance; Applications of Fourier Transform to Smile Modeling - Theory and Implementation
Editore: Springer; Springer Berlin
330 Pagine
Anno di pubblicazione: 2009-10-16
Berlin; Heidelberg; DE
Stampato / Fatto in
Lingua: Inglese
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
POD
XV, 330 p. 7 illus.
BB; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Wirtschaftsmathematik und -informatik, IT-Management; Verstehen; Management; Finance; Finanzierungstheorie; Fourier analysis; Fourier transform; Fourieranalyse; Option pricing; Optionspreise; Random jumps; Stochastic interest rate; Stochastic volatility; modeling; quantitative finance; Business Mathematics; Financial Economics; Mathematics in Business, Economics and Finance; Finanzenwesen und Finanzindustrie; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC
The sound modeling of the smile effect is an important issue in quantitative finance as, for more than a decade, the Fourier transform has established itself as the most efficient tool for deriving closed-form option pricing formulas in various model classes. This book describes the applications of the Fourier transform to the modeling of volatility smile, followed by a comprehensive treatment of option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, including various asset classes such as equity, FX and interest rates, as well as various numberical examples and prototype programming codes. Readers will benefit from this book not only by gaining an overview of the advanced theory and the vast range of literature on these topics, but also by receiving first-hand feedback on the practical applications and implementations of the theory. The book is aimed at financial engineers, risk managers, graduate students and researchers.Altri libri che potrebbero essere simili a questo:
Ultimo libro simile:
9783540679165 Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems, 493, Band 493) (Zhu, Jianwei)
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