Fourier Transform Methods in Finance - Umberto Cherubini - Books - John Wiley and Sons Ltd - 9780470994009 - February 15, 2010
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Fourier Transform Methods in Finance

Umberto Cherubini

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Fourier Transform Methods in Finance

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.


256 pages, Illustrations

Media Books     Book
Released February 15, 2010
Original release date 2009
ISBN13 9780470994009
Publishers John Wiley and Sons Ltd
Pages 256
Dimensions 180 × 252 × 26 mm   ·   612 g

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