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Fourier Transform Methods in Finance
Umberto Cherubini
Fourier Transform Methods in Finance
Umberto Cherubini
This is the first book written on the application of Fourier transform to finance. Written by an academic and practitioner team, it is an accessible and practical guide to the subject providing an introduction to the mathematics and applications of Fourier transform.
256 pages, Illustrations
Media | Books Book |
Released | February 15, 2010 |
Original release date | 2009 |
ISBN13 | 9780470994009 |
Publishers | John Wiley and Sons Ltd |
Pages | 256 |
Dimensions | 180 × 252 × 26 mm · 612 g |
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