- 5 Résultats
prix le plus bas: € 106,99, prix le plus élevé: € 160,49, prix moyen: € 129,74
1
Applications of Fourier Transform to Smile Modeling - Jianwei Zhu
Commander
sur lehmanns.de
€ 160,49
Envoi: € 0,001
Commander
Détails du fournisseur
Lien sponsorisé
Jianwei Zhu:

Applications of Fourier Transform to Smile Modeling - edition reliée, livre de poche

2009, ISBN: 9783642018077

Theory and Implementation, Buch, Hardcover, 2nd ed. 2010, This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by ?nancial enginee… Plus…

Frais d'envoiVersand in 10-14 Tagen. (EUR 0.00)
fermer(X)
2
Modular Pricing of Options - Jianwei Zhu
Commander
sur AbeBooks.de
€ 123,81
Envoi: € 0,001
Commander
Détails du fournisseur
Lien sponsorisé

Jianwei Zhu:

Modular Pricing of Options - nouveau livre

2009, ISBN: 3642018076

[EAN: 9783642018077], Neubuch, [PU: Springer Berlin Heidelberg], FINANZIERUNG ANALYSIS FOURIERANALYSIS FINANCE FINANZIERUNGSTHEORIE FOURIERTRANSFORM FOURIERANALYSE OPTIONPRICING OPTIONSPR… Plus…

NEW BOOK. Frais d'envoiVersandkostenfrei. (EUR 0.00) moluna, Greven, Germany [73551232] [Rating: 4 (von 5)]
fermer(X)
3
Applications of Fourier Transform to Smile Modeling Theory and Implementation - Zhu, Jianwei
Commander
sur Achtung-Buecher.de
€ 111,22
Envoi: € 0,001
Commander
Détails du fournisseur
Lien sponsorisé
Zhu, Jianwei:
Applications of Fourier Transform to Smile Modeling Theory and Implementation - edition reliée, livre de poche

2009

ISBN: 3642018076

2nd ed. 2010 Gebundene Ausgabe Finanzierung, Analysis / Fourieranalysis, Fourieranalysis, Wirtschaftsmathematik und -informatik, IT-Management, Angewandte Mathematik, Finance; Finanzier… Plus…

Frais d'envoiVersandkostenfrei innerhalb der BRD. (EUR 0.00) MARZIES.de Buch- und Medienhandel, 14621 Schönwalde-Glien
fermer(X)
4
Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance) - Zhu, Jianwei
Commander
sur amazon.de
€ 106,99
Envoi: € 3,001
Commander
Détails du fournisseur
Lien sponsorisé
Zhu, Jianwei:
Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance) - edition reliée, livre de poche

2009, ISBN: 9783642018077

Springer, Gebundene Ausgabe, Auflage: 2nd ed. 2010, 345 Seiten, Publiziert: 2009-10-16T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 7 black & white illustrations, biography, 1.52 kg, R… Plus…

Frais d'envoiGewöhnlich versandfertig in 2 bis 3 Wochen. Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 3.00) KreGa Onlinehandel
fermer(X)
5
Commander
sur Biblio.co.uk
$ 164,02
(environ € 146,17)
Envoi: € 11,401
Commander
Détails du fournisseur
Lien sponsorisé
Zhu, Jianwei:
Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance) - edition reliée, livre de poche

ISBN: 9783642018077

hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book., 2.5

Frais d'envoi EUR 11.40 Bonita
fermer(X)
1Comme certaines plateformes ne transmettent pas les conditions d'expédition et que celles-ci peuvent dépendre du pays de livraison, du prix d'achat, du poids et de la taille de l'article, d'une éventuelle adhésion de la plateforme, d'une livraison directe par la plateforme ou via un prestataire tiers (Marketplace), etc. il est possible que les frais de livraison indiqués par eurolivre ne correspondent pas à ceux de la plateforme qui propose l'article.

Données bibliographiques du meilleur livre correspondant

Détails sur le livre
Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance)
Auteur:
Titre:
ISBN:

9783642018077


The sound modeling of the smile effect is an important issue in quantitative finance as, for more than a decade, the Fourier transform has established itself as the most efficient tool for deriving closed-form option pricing formulas in various model classes. This book describes the applications of the Fourier transform to the modeling of volatility smile, followed by a comprehensive treatment of option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, including various asset classes such as equity, FX and interest rates, as well as various numberical examples and prototype programming codes. Readers will benefit from this book not only by gaining an overview of the advanced theory and the vast range of literature on these topics, but also by receiving first-hand feedback on the practical applications and implementations of the theory. The book is aimed at financial engineers, risk managers, graduate students and researchers.

Informations détaillées sur le livre - Applications of Fourier Transform to Smile Modeling: Theory and Implementation (Springer Finance)


EAN (ISBN-13): 9783642018077
ISBN (ISBN-10): 3642018076
Version reliée
Date de parution: 2009
Editeur: Springer
330 Pages
Poids: 0,684 kg
Langue: eng/Englisch

Livre dans la base de données depuis 2007-01-20T13:41:52+01:00 (Zurich)
Page de détail modifiée en dernier sur 2023-07-25T15:55:19+02:00 (Zurich)
ISBN/EAN: 9783642018077

ISBN - Autres types d'écriture:
3-642-01807-6, 978-3-642-01807-7
Autres types d'écriture et termes associés:
Auteur du livre: zhu
Titre du livre: fourier analysis, fourier transform, applications transform, sometimes cannot smile, zhu, modular, applications finance

Données de l'éditeur

Auteur: Jianwei Zhu
Titre: Springer Finance; Applications of Fourier Transform to Smile Modeling - Theory and Implementation
Editeur: Springer; Springer Berlin
330 Pages
Date de parution: 2009-10-16
Berlin; Heidelberg; DE
Imprimé / Fabriqué en
Langue: Anglais
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
POD
XV, 330 p. 7 illus.

BB; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Wirtschaftsmathematik und -informatik, IT-Management; Verstehen; Management; Finance; Finanzierungstheorie; Fourier analysis; Fourier transform; Fourieranalyse; Option pricing; Optionspreise; Random jumps; Stochastic interest rate; Stochastic volatility; modeling; quantitative finance; Business Mathematics; Financial Economics; Mathematics in Business, Economics and Finance; Finanzenwesen und Finanzindustrie; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC

The sound modeling of the smile effect is an important issue in quantitative finance as, for more than a decade, the Fourier transform has established itself as the most efficient tool for deriving closed-form option pricing formulas in various model classes. This book describes the applications of the Fourier transform to the modeling of volatility smile,  followed by a comprehensive treatment of option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, including various asset classes such as equity, FX and interest rates, as well as various numberical examples and prototype programming codes. Readers will benefit from this book not only by gaining an overview of the advanced theory and the vast range of literature on these topics, but also by receiving first-hand feedback on the practical applications and implementations of the theory. The book is aimed at financial engineers, risk managers, graduate students and researchers.

Autres livres qui pourraient ressembler au livre recherché:

Dernier livre similaire:
9783540679165 Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems, 493, Band 493) (Zhu, Jianwei)

< pour archiver...