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Fourier Transform Methods in Finance

Fourier Transform Methods in Finance( )
Author: Rossi, Pietro
Mulinacci, Sabrina
Cherubini, Umberto
Lunga, Giovanni Della
Series title:The Wiley Finance Ser.
ISBN:978-0-470-99400-9
Publication Date:Jan 2010
Publisher:John Wiley & Sons, Incorporated
Imprint:Wiley
Book Format:Hardback
List Price:USD $146.00
Book Description:

  • This is the first book written on the application of Fourier transform to finance.  
  • Written by an academic and practitioner team, it is an accessible and practical guide to the subject providing an introduction to the mathematics and applications of Fourier transform.

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