Fourier transform methods in finance

Author(s)

• Cherubini, Umberto
• Lunga, Giovanni Della
• Mulinacci, Sabrina
• Rossi, Pietro

Bibliographic Information

Fourier transform methods in finance

Umberto Cherubini ... [et al.]

（Wiley finance series）

John Wiley & Sons, 2010

Note

Includes bibliographical references (p. [229]-232) and index

Details

• NCID: BB00612234
• ISBN:
  • 9780470994009
• LCCN: 2009043688
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester
• Pages/Volumes: xii, 242 p.
• Size: 25 cm
• Classification:
  • LCC : HG6024.A3
• Subject Headings:
  • LCSH : Options (Finance)--Mathematical models
  • LCSH : Securities--Prices--Mathematical models
  • LCSH : Finance--Mathematical models
  • LCSH : Fourier analysis
• Parent Bibliography ID:
  • BA5197584X