Applications of Fourier Transform to Smile Modeling: Theory and Implementation - Springer Finance - Jianwei Zhu - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642018077 - October 16, 2009
In case cover and title do not match, the title is correct

Jianwei Zhu
Applications of Fourier Transform to Smile Modeling: Theory and Implementation - Springer Finance 2nd ed. 2010 edition

Price
$ 105.49
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jul 17 - 23

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Not rated yet

Also available as:

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.

348 pages, 7 black & white illustrations, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 16, 2009
ISBN13 9783642018077
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 330
Dimensions 165 × 244 × 24 mm   ·   657 g
Language English  

Mere med samme udgiver

See all of Jianwei Zhu ( e.g. Hardcover Book and Paperback Book )