Applications of Fourier Transform to Smile Modeling : Theory and Implementation
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...
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| Tác giả chính: | |
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| Định dạng: | Livre numérique |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2010.
Cham : Springer Nature |
| Loạt: | Springer Finance
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| Truy cập trực tuyến: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Chú thích: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Applications of Fourier Transform to Smile Modeling, Texte imprimé, 9783642018077 • Applications of Fourier Transform to Smile Modeling, Texte imprimé, 9783642018091 • Applications of Fourier Transform to Smile Modeling, Texte imprimé, 9783642260940 |