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About this product
- DescriptionThis text describes the applications of the Fourier transform to the modeling of volatility smile. It comprehensively treats option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, and more.
- Author(s)Jianwei Zhu
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication02/03/2012
- GenreBusiness, Accounting & Vocational: Textbooks & Study Guides
- Series TitleSpringer Finance
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Note7 Illustrations, black and white; XV, 330 p. 7 illus.
- Weight534 g
- Width155 mm
- Height235 mm
- Edition StatementSoftcover reprint of hardcover 2nd ed. 2010
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