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Applications of Fourier Transform to Smile Modeling
Jianwei Zhu
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Description for Applications of Fourier Transform to Smile Modeling
Paperback. This text describes the applications of the Fourier transform to the modeling of volatility smile. It comprehensively treats option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, and more. Series: Springer Finance. Num Pages: 345 pages, 7 black & white illustrations, biography. BIC Classification: KFF; PBF; PBUD; PBW. Category: (G) General (US: Trade). Dimension: 235 x 155 x 18. Weight in Grams: 534.
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
345
Condition
New
Series
Springer Finance
ISBN
9783642260940
SKU
V9783642260940
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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