Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems)

By Jianwei Zhu

This book provides a comprehensive, up-to-date treatment of the application of Fourier analyses to pricing standard and exotic options, and discusses three different factors: stochastic volatility,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540679162
• ISBN13: 9783540679165
• Release Date: October 2000
• Publisher: CreateSpace Independent Publishing Platform
• Length: 170 Pages
• Weight: 0.60 lbs.
• Dimensions: 9.3" x 0.5" x 5.8"