Applications of Fourier Transform to Smile Modeling: Theory and Implementation - Springer Finance - Jianwei Zhu - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642260940 - March 14, 2012
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Jianwei Zhu
Applications of Fourier Transform to Smile Modeling: Theory and Implementation - Springer Finance Softcover reprint of hardcover 2nd ed. 2010 edition

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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.

345 pages, 7 black & white illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 14, 2012
ISBN13 9783642260940
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 330
Dimensions 155 × 235 × 18 mm   ·   485 g
Language English  

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