Fourier Transform Methods in Finance 2024 pdf epub mobi 電子書 下載


Fourier Transform Methods in Finance

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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 to: compute the Hilbert transform of the pricing kernel under a Fast Fourier Transform (FFT) technique characterise the price dynamics on a market in terms of the characteristic function, allowing for both diffusive processes and jumps apply the concept of characteristic function to non-stationary processes, in particular in the presence of stochastic volatility and more generally time change techniques perform a change of measure on the characteristic function in order to make the price process a martingale recover a general representation of the pricing kernel of the economy in terms of Hilbert transform using the theory of generalised functions apply the pricing formula to the most famous pricing models, with stochastic volatility and jumps. Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance. ISBN 978-0-470-99400-9

Fourier Transform Methods in Finance 2024 pdf epub mobi 電子書 下載

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Fourier Transform Methods in Finance 2024 pdf epub mobi 電子書 下載

Fourier Transform Methods in Finance 2024 pdf epub mobi 電子書 下載

Fourier Transform Methods in Finance 2024 pdf epub mobi 電子書 下載



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出版者:Wiley
作者:Umberto Cherubini
出品人:
頁數:256
譯者:
出版時間:2010-1-26
價格:USD 135.00
裝幀:Hardcover
isbn號碼:9780470994009
叢書系列:

圖書標籤: 金融數學  金融  數學  finance  Trader  Finance   


Fourier Transform Methods in Finance 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Fourier Transform Methods in Finance pdf epub mobi 用戶評價

評分

很不錯啊,雖然暫時項目中還用不上這些技術,估計以後閤約多瞭以後會用到。 數學是個神器啊,數學結構>算法設計>語言實現,這個過程是個遞進過程,沒前麵環節認真思考,進入下一環節就可能打摺扣

評分

很不錯啊,雖然暫時項目中還用不上這些技術,估計以後閤約多瞭以後會用到。 數學是個神器啊,數學結構>算法設計>語言實現,這個過程是個遞進過程,沒前麵環節認真思考,進入下一環節就可能打摺扣

評分

很不錯啊,雖然暫時項目中還用不上這些技術,估計以後閤約多瞭以後會用到。 數學是個神器啊,數學結構>算法設計>語言實現,這個過程是個遞進過程,沒前麵環節認真思考,進入下一環節就可能打摺扣

評分

很不錯啊,雖然暫時項目中還用不上這些技術,估計以後閤約多瞭以後會用到。 數學是個神器啊,數學結構>算法設計>語言實現,這個過程是個遞進過程,沒前麵環節認真思考,進入下一環節就可能打摺扣

評分

很不錯啊,雖然暫時項目中還用不上這些技術,估計以後閤約多瞭以後會用到。 數學是個神器啊,數學結構>算法設計>語言實現,這個過程是個遞進過程,沒前麵環節認真思考,進入下一環節就可能打摺扣

Fourier Transform Methods in Finance 2024 pdf epub mobi 電子書 下載


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