Picture 1 of 1
Picture 1 of 1
Applications of Fourier Transform to Smile Modeling : Theory and Implementati<|
£179.67
From £15.98 per month for 12 months with *
Condition:
5 available
Postage:
May not post to United States. Read item description or contact seller for postage options. See detailsfor postage
Located in: South East, United Kingdom
Delivery:
Varies
Returns:
Payments:
*From £15.98 per month for 12 months. See payment information- for PayPal Credit, opens in a new window or tab
Shop with confidence
Seller assumes all responsibility for this listing.
eBay item number:305378152667
Item specifics
- Condition
- PublishedOn
- 2012-03-14
- Title
- Applications of Fourier Transform to Smile Modeling : Theory and
- ISBN
- 9783642260940
- Publication Year
- 2012
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Applications of Fourier Transform to Smile Modeling: Theory and Implementation
- Item Height
- 235mm
- Publisher
- Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
- Item Width
- 155mm
- Subject
- Accounting, Finance, Business
- Item Weight
- 534g
- Number of Pages
- 330 Pages
About this product
Product Information
This book addresses the applications of Fourier transform to smile modeling. Smile effect is used generically by ?nancial engineers and risk managers to refer to the inconsistences of quoted implied volatilities in ?nancial markets, or more mat- matically, to the leptokurtic distributions of ?nancial assets and indices. Therefore, a sound modeling of smile effect is the central challenge in quantitative ?nance. Since more than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing models, es- cially in connection with stochastic volatility and random jump, have extensively applied Fourier transform and the corresponding inverse transform to express - tion pricing formulas. The large accommodation of the Fourier transform allows for a very convenient modeling with a general class of stochastic processes and d- tributions. This book is then intended to present a comprehensive treatment of the Fourier transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy jumps, including some asset classes such as equity, FX and interest rates, and providing numerical ex- ples and prototype programming codes. I hope that readers will bene?t from this book not only by gaining an overview of the advanced theory and the vast large l- erature on these topics, but also by gaining a ?rst-hand feedback from the practice on the applications and implementations of the theory.
Product Identifiers
Publisher
Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
ISBN-13
9783642260940
eBay Product ID (ePID)
139789638
Product Key Features
Publication Name
Applications of Fourier Transform to Smile Modeling: Theory and Implementation
Format
Paperback
Language
English
Subject
Accounting, Finance, Business
Publication Year
2012
Type
Textbook
Number of Pages
330 Pages
Dimensions
Item Height
235mm
Item Width
155mm
Item Weight
534g
Additional Product Features
Series Title
Springer Finance
Country/Region of Manufacture
Germany
Item description from the seller
Business seller information
WRAP Ltd.
Mubin Ahmed
Unit 4
119 Loverock Road
Reading
Berkshire
RG30 1DZ
United Kingdom
Value added tax number:
- GB 724498118
Company registration number:
- 03800600
I certify that all my selling activities will comply with all EU laws and regulations.
Seller assumes all responsibility for this listing.
eBay item number:305378152667
Post to me
The seller has not specified a postage method to United States. Contact the seller and request postage to your location.
Item location:
South East, United Kingdom
Posts to:
Australia, Canada, European Union, Japan, United Kingdom
Excludes:
Afghanistan, Austria, Germany, Libya, Nauru, Russian Federation, Somalia, Switzerland, Ukraine, Yemen
| Dispatch time |
|---|
| Will usually dispatch within 5 working days of receiving cleared payment. |
| Taxes |
|---|
| Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases. |
Returns policy
| After receiving the item, cancel the purchase within | Return postage |
|---|---|
| 30 days | Buyer pays for return postage |
Refer to eBay return policyopens in a new tab or window for more details. You're covered by the eBay Money Back Guaranteeopens in a new tab or window if you receive an item that is not as described in the listing.
The buyer is responsible for return postage costs.
| Return policy details |
|---|
| Returns accepted |
Most purchases from business sellers are protected by the Consumer Contract Regulations 2013 which give you the right to cancel the purchase within 14 days after the day you receive the item. Find out more about your rights as a buyer and exceptions.
Payment details
Payment methods
Popular categories from this shop
Registered as a business seller
Seller Feedback (2,833,639)
a***e (28)- Feedback left by buyer.
Past 6 months
Verified purchase
This book arrived with another one on which I've already commented, so I give the same comment here. Excellent ebayer. The product arrived on time and was in the condition described. It was also a hardback book, whereas I thought I had ordered a paperback. It was excellent value for money as a paperback and so it is many time more than that as a hardback. Thank you Baham Books, excellent service all round.
r***r (63)- Feedback left by buyer.
Past month
Verified purchase
Item just as described. Quick Delivery. Well Packaged. Great Price. Brilliant Seller. Great Communication
e***l (261)- Feedback left by buyer.
Past month
Verified purchase
Item just as described. Quick Delivery. Well Packaged. Great Price. Brilliant Seller. Great Communication
Product ratings and reviews
More to explore:
- Literary Theory Books,
- Game Theory Non-Fiction Hardcover Books,
- Literary Theory Non-Fiction Books in English,
- Political Theory Non-Fiction Hardcover Books,
- Non-Fiction Paperback Fiction & Political Theory Books,
- Non-Fiction Game Theory Fiction & Non-Fiction Books,
- Models Magazines,
- Model Collector Magazines,
- Models Magazines in French,
- Models Nautical Magazines