Applications Fourier Transform Smile by Zhu Jianwei (19 results)

Condition: New.

Condition: New.

Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.

Condition: New. In.

Condition: New. pp. 348.

Paperback. Condition: Brand New. 2nd edition. 345 pages. 9.25x6.10x0.79 inches. In Stock.

Hardcover. Condition: Brand New. 2nd edition. 346 pages. 9.25x6.25x0.75 inches. In Stock.

Buch. Condition: Neu. Neuware -This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in nancial markets, or more mat- matically, to the leptokurtic distributions of nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the corresponding inverse transform to express - tion pricing formulas. The large accommodation of the Fourier transform allows for a very convenient modeling with a general class of stochastic processes and d- tributions. This book is then intended to present a comprehensive treatment of the Fourier transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy ¿ jumps, including some asset classes such as equity, FX and interest rates, and providing numerical ex- ples and prototype programming codes. I hope that readers will bene t from this book not only by gaining an overview of the advanced theory and the vast large l- erature on these topics, but also by gaining a rst-hand feedback from the practice on the applications and implementations of the theory.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 348 pp. Englisch.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in nancial markets, or more mat- matically, to the leptokurtic distributions of nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the corresponding inverse transform to express - tion pricing formulas. The large accommodation of the Fourier transform allows for a very convenient modeling with a general class of stochastic processes and d- tributions. This book is then intended to present a comprehensive treatment of the Fourier transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy jumps, including some asset classes such as equity, FX and interest rates, and providing numerical ex- ples and prototype programming codes. I hope that readers will bene t from this book not only by gaining an overview of the advanced theory and the vast large l- erature on these topics, but also by gaining a rst-hand feedback from the practice on the applications and implementations of the theory.

Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in nancial markets, or more mat- matically, to the leptokurtic distributions of nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the corresponding inverse transform to express - tion pricing formulas. The large accommodation of the Fourier transform allows for a very convenient modeling with a general class of stochastic processes and d- tributions. This book is then intended to present a comprehensive treatment of the Fourier transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy jumps, including some asset classes such as equity, FX and interest rates, and providing numerical ex- ples and prototype programming codes. I hope that readers will bene t from this book not only by gaining an overview of the advanced theory and the vast large l- erature on these topics, but also by gaining a rst-hand feedback from the practice on the applications and implementations of the theory.

Condition: New. In.

Paperback. Condition: Like New. Like New. book.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in nancial markets, or more mat- matically, to the leptokurtic distributions of nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the corresponding inverse transform to express - tion pricing formulas. The large accommodation of the Fourier transform allows for a very convenient modeling with a general class of stochastic processes and d- tributions. This book is then intended to present a comprehensive treatment of the Fourier transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy jumps, including some asset classes such as equity, FX and interest rates, and providing numerical ex- ples and prototype programming codes. I hope that readers will bene t from this book not only by gaining an overview of the advanced theory and the vast large l- erature on these topics, but also by gaining a rst-hand feedback from the practice on the applications and implementations of the theory. 348 pp. Englisch.

Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in nancial markets, or more mat- matically, to the leptokurtic distributions of nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the corresponding inverse transform to express - tion pricing formulas. The large accommodation of the Fourier transform allows for a very convenient modeling with a general class of stochastic processes and d- tributions. This book is then intended to present a comprehensive treatment of the Fourier transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy jumps, including some asset classes such as equity, FX and interest rates, and providing numerical ex- ples and prototype programming codes. I hope that readers will bene t from this book not only by gaining an overview of the advanced theory and the vast large l- erature on these topics, but also by gaining a rst-hand feedback from the practice on the applications and implementations of the theory. 348 pp. Englisch.

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Offers a comprehensive treatment of applications of Fourier transform in different areasContains numerical examples and prototype programming codesThis book addresses the applications of Fourier transform to smile modeling. Smile effect is.

Condition: New. Print on Demand pp. 348 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condition: New. PRINT ON DEMAND pp. 348.

Buch. Condition: Neu. Applications of Fourier Transform to Smile Modeling | Theory and Implementation | Jianwei Zhu | Buch | xv | Englisch | 2009 | Springer | EAN 9783642018077 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.

Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in nancial markets, or more mat- matically, to the leptokurtic distributions of nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the corresponding inverse transform to express - tion pricing formulas. The large accommodation of the Fourier transform allows for a very convenient modeling with a general class of stochastic processes and d- tributions. This book is then intended to present a comprehensive treatment of the Fourier transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy ¿ jumps, including some asset classes such as equity, FX and interest rates, and providing numerical ex- ples and prototype programming codes. I hope that readers will bene t from this book not only by gaining an overview of the advanced theory and the vast large l- erature on these topics, but also by gaining a rst-hand feedback from the practice on the applications and implementations of the theory.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 348 pp. Englisch.