Comment :

ISBN 13 : 978-0-470-99400-9

Contents : Contents

1. Fourier Pricing Methods.
2. The Dynamics of Asset Prices.
3. Non-stationary Market Dynamics.
4. Arbitrage-Free Pricing.
5. Generalized Functions.
6. The Fourier Transform.
7. Fourier Transforms at Work.

Appendices.
A. Elements of probability.
B. Elements of Complex Analysis.
C. Complex Integration.
D. Vector Spaces and Function Spaces.
E. The Fast Fourier Transform.
F. The Fractional Fourier Transform.
G. Affine Models: The Path Integral Approach.

Bibliography.
Index.

Language : English

Series : FINANCE

Place of publishing : TORONTO

Figure(s) : Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque