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Applications of Fourier transform to smile modeling = theory and implementation /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Applications of Fourier transform to smile modeling/ by 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:	Quantitative Finance. -
Online resource:	http://dx.doi.org/10.1007/978-3-642-01808-4
ISBN:	9783642018084 (electronic bk.)

Applications of Fourier transform to smile modeling = theory 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:

121561
Quantitative Finance.

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

Dewey Class. No.: 332.6

Applications of Fourier transform to smile modeling = theory and implementation /
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245 1 0 $a Applications of Fourier transform to smile modeling $h [electronic resource] : $b theory and implementation / $c by Jianwei Zhu.
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300 $a xv, 330 p. : $b ill., digital ; $c 24 cm.
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650 2 4 $a Finance /Banking. $3 121533
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