Name: Applications of Fourier Transform to Smile Modeling
Price: 1098.95 DKK
Availability: InStock
Author: Jianwei Zhu
ISBN: 9783642260940

Applications of Fourier Transform to Smile Modeling af Jianwei Zhu

Du sparer 0% ift. normalprisen Spar 0%

Bag om Applications of Fourier Transform to Smile Modeling

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.

Vis mere

Sprog:
Engelsk

ISBN:
9783642260940

Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Indbinding:
Paperback

Sideantal:
330

Udgivet:
2. Marts 2012

Udgave:
22010

Størrelse:
235x155x18 mm.

Vægt:
534 g.

Leveringstid: 2-3 uger.
Forventet levering: 19. Juli 2024

Normalpris

1.098,95 kr. + Fragt
~~1.098,95 kr.~~

Medlemspris

1.048,95 kr.

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Bag om Jianwei Zhu

Vis alle bøger af Jianwei Zhu

Beskrivelse af Applications of Fourier Transform to Smile Modeling

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.

Brugerbedømmelser af Applications of Fourier Transform to Smile Modeling

Andre købte også..

Find lignende bøger

Bogen Applications of Fourier Transform to Smile Modeling findes i følgende kategorier:

Business og læring > Økonomi og finans

Applications of Fourier Transform to Smile Modeling - Jianwei Zhu - Bog

Bag om Jianwei Zhu

Beskrivelse af Applications of Fourier Transform to Smile Modeling

Brugerbedømmelser af Applications of Fourier Transform to Smile Modeling

Gør som tusindvis af andre bogelskere