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Applications of Fourier transform to smile modelingtheory and implementation /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Applications of Fourier transform to smile modelingby Jianwei Zhu.
Reminder of title:	theory and implementation /
Author:	Zhu, Jianwei.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010.
Description:	xv, 330 p. :ill., digital ;24 cm.
Series:	Springer finance
Contained By:	Springer eBooks
Subject:	Options (Finance)Prices.
Online resource:	http://dx.doi.org/10.1007/978-3-642-01808-4
ISBN:	9783642018084 (electronic bk.)

Applications of Fourier transform to smile modelingtheory and implementation /
Zhu, Jianwei.

Applications of Fourier transform to smile modelingtheory and implementation /[electronic resource] :by Jianwei Zhu. - 2nd ed. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010. - xv, 330 p. :ill., digital ;24 cm. - Springer finance.

ISBN: 9783642018084 (electronic bk.)Subjects--Topical Terms:

207696
Options (Finance)
--Prices.

LC Class. No.: HG6024.A3 / Z495 2010

Dewey Class. No.: 332.6

Applications of Fourier transform to smile modelingtheory and implementation /
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020 $a 9783642018077 (paper)
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100 1 $a Zhu, Jianwei. $3 484681
245 1 0 $a Applications of Fourier transform to smile modeling $h [electronic resource] : $b theory and implementation / $c by Jianwei Zhu.
250 $a 2nd ed.
260 $a Berlin, Heidelberg : $b Springer-Verlag Berlin Heidelberg, $c 2010.
300 $a xv, 330 p. : $b ill., digital ; $c 24 cm.
440 0 $a Springer finance
650 0 $a Options (Finance) $x Prices. $3 207696
650 0 $a Fourier analysis. $3 184626
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Finance /Banking. $3 274848
650 2 4 $a Quantitative Finance. $3 274071
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856 4 0 $u http://dx.doi.org/10.1007/978-3-642-01808-4
950 $a Business and Economics (Springer-11643)

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EB HG6024.A3 Z495 2010

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http://dx.doi.org/10.1007/978-3-642-01808-4

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