- Main
- Business & Economics
- Fourier Transform Methods in Finance...
Fourier Transform Methods in Finance (The Wiley Finance Series)
Umberto Cherubini, Giovanni Della Lunga, Sabrina Mulinacci, Pietro RossiKoliko vam se sviđa ova knjiga?
Kakav je kvalitet fajla?
Preuzmite knjigu radi procene kvaliteta
Kakav je kvalitet preuzetih fajlova?
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes.Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arbitrage free pricing; generalized functions and the Fourier transform method.Readers will learn how tocompute the Hilbert transform of the pricing kernel under a Fast Fourier Transform (FFT) techniquecharacterise the price dynamics on a market in terms of the characteristic function, allowing for both diffusive processes and jumpsapply the concept of characteristic function to non-stationary processes, in particular in the presence of stochastic volatility and more generally time change techniquesperform a change of measure on the characteristic function in order to make the price process a martingalerecover a general representation of the pricing kernel
Kategorije:
Godina:
2010
Izdanje:
Kindle
Izdavač:
Independely Published
Jezik:
english
Strane:
256
ISBN 10:
047068822X
ISBN 13:
9780470688229
Fajl:
PDF, 2.12 MB
Vaši tagovi:
IPFS:
CID , CID Blake2b
english, 2010
Fajl će biti poslat na vaš email. Može da prođe do 1-5 minuta pre nego što ga primite.
U roku od 1-5 minuta fajl će biti dostavljen na vaš Telegram nalog.
Pažnja: Uverite se da ste povezali svoj nalog sa Telegram botom Z-Library.
U roku od 1-5 minuta fajl će biti dostavljen na vaš Kindle uređaj
Napomena: morate da verifikujete svaku knjigu koju želite da pošaljete na svoj Kindle. Proverite u svom poštanskom sandučetu verifikacioni email dopis od Amazon Kindle Support.
Konvertovanje u je u toku
Konvertovanje u nije uspešno
Premium benefits
- Send to eReaders
- Increased download limit
- File converter
- Više rezultata pretrage
- More benefits