fourier transform methods in finance

fourier transform methods in finance

ID:30011015

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时间:2018-12-26

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1、FourierTransformMethodsinFinanceForothertitlesintheWileyFinanceseriespleaseseewww.wiley.com/financeFourierTransformMethodsinFinanceUmbertoCherubiniGiovanniDellaLungaSabrinaMulinacciPietroRossiAJohnWileyandSons,Ltd.,PublicationThiseditionfirstpublished2010C2010JohnWiley&SonsLtdRe

2、gisteredofficeJohnWiley&SonsLtd,TheAtrium,SouthernGate,Chichester,WestSussex,PO198SQ,UnitedKingdomFordetailsofourglobaleditorialoffices,forcustomerservicesandforinformationabouthowtoapplyforpermissiontoreusethecopyrightmaterialinthisbookpleaseseeourwebsiteatwww.wiley.com.Theright

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4、otherwise,exceptaspermittedbytheUKCopyright,DesignsandPatentsAct1988,withoutthepriorpermissionofthepublisher.Wileyalsopublishesitsbooksinavarietyofelectronicformats.Somecontentthatappearsinprintmaynotbeavailableinelectronicbooks.Designationsusedbycompaniestodistinguishtheirprod

5、uctsareoftenclaimedastrademarks.Allbrandnamesandproductnamesusedinthisbookaretradenames,servicemarks,trademarksorregisteredtrademarksoftheirrespectiveowners.Thepublisherisnotassociatedwithanyproductorvendormentionedinthisbook.Thispublicationisdesignedtoprovideaccurateandauthori

6、tativeinformationinregardtothesubjectmattercovered.Itissoldontheunderstandingthatthepublisherisnotengagedinrenderingprofessionalservices.Ifprofessionaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalshouldbesought.LibraryofCongressCataloging-in-Public

7、ationDataFouriertransformmethodsinfinance/UmbertoCherubini...[etal.].p.cm.Includesbibliographicalreferencesandindex.ISBN978-0-470-99400-9(cloth)1.Options(Finance)–Mathematicalmodels.2.Securities–Prices–Mathematicalmodels.3.Finance–Mathematicalmodels.4.Fourieranalysis.I.Cherubini

8、,Umberto.HG6024.A3F6842010332.632042–dc222009043688Ac

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