[PDF.48nv] Applications of Fourier Transform to Smile Modeling (Springer Finance)

Applications of Fourier Transform to Smile Modeling (Springer Finance)

[PDF.mm52] Applications of Fourier Transform to Smile Modeling (Springer Finance)

Applications of Fourier Transform  Jianwei Zhu epub
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 | #4598991 in eBooks |  2009-10-03 |  2009-10-03 | File type: PDF

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|| ||From the reviews of the second edition:“The book is intended to present a comprehensive treatment of the Fourier transform in option pricing … . It is aimed to graduate students and researchers looking for a compact introduction to smile modeling

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 ...

You can specify the type of files you want, for your gadget.Applications of Fourier Transform to Smile Modeling (Springer Finance)   |  Jianwei Zhu. I really enjoyed this book and have already told so many people about it!

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