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Applications of Fourier Transform to Smile Modeling [electronic resource] : Theory and Implementation / by Jianwei Zhu.

By: Zhu, Jianwei.
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Springer Finance.Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010Description: digital.ISBN: 9783642018084.Subject(s): Economics | Finance | Banks and banking | Economics/Management Science | Finance /Banking | Quantitative FinanceDDC classification: 657.8333 | 658.152 Online resources: Click here to access online In: Springer eBooks
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