(Mobile library) Fourier Transform Methods in Finance (The Wiley Finance Series)
☆ Umberto Cherubini, Giovanni Della Lunga, Sabrina Mulinacci, Pietro Rossi ☆
#3143340 in eBooks 2010-01-05 2010-01-05File Name: B0033805ZQ
7 of 7 people found the following review helpful. Save your money and look elsewhereBy joehedWiley seems to be cashing in on a trend whereby a book with equations and a title inclusive of the word "finance" can demand insanely high prices in the market. This seems to be another rushed attempt by them. Please carefully consider before buying.At some points there are just pages and pages of Price vs Strike graphs. And almost 80 out of the 230 pages are dedicated to appendices, which should be a rFrom the Inside FlapFourier transform methods in finance ldquo;Fourier Transform Methods in Finance is rigorous, instructive, and loaded with useful examples. The authors have synthesized everything from the necessary underlying elements of complex analysis up through methods for derivative pricinIn recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes. Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced tea... [PDF.qg64] Fourier Transform Methods in Finance (The Wiley Finance Series) Rating: 3.64 (698 Votes)
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