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Cover of Applications of Fourier Transform to Smile Modeling

Applications of Fourier Transform to Smile Modeling

Theory and Implementation

by Jianwei Zhu

Springer-Verlag Berlin and Heidelberg GmbH & Co. K · 2009

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About this book

Applications of Fourier Transform to Smile Modeling: Theory and Implementation is written by Jianwei Zhu. This edition is published by Springer-Verlag Berlin and Heidelberg GmbH & Co. K (2009). The book is part of the Springer Finance series.

Its main subjects are Economics, Finance, Banks and banking and Options (finance).

Book details

ISBN-13
9783642018077
ISBN-10
3642018076
Author
Jianwei Zhu
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published
2009
Series
Springer Finance
Edition
2nd ed. 2010
Pages
330
Language
English
Condition
New
Subject
Options

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