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Description edit
Presents a new concept of modularization of pricing, with a new approach to searching systematically for new solutions in the Fourier space. Shows in detail the increased potential of this approach over the more volatile stochastic methods. Softcover.
Ridiculously Simplified Synopsis edit
Characters/People edit
- Heston: Add a description of this character.
- Carr
- Madan
- Zhu
- Rubinstein
- Vega
- Wu
- Merton
- Longstaff
- Andersen
- Ross
- Zhang
- Levy
- Kou
- Kahl
- Lj
- Duffie
- Bakshi
- Singleton
- Kolmogorov
- Tj
- Matthew
- Li
- Schöbel
- Geman
- Chang
- Milstein
- Mercurio
- Simons
- Broadie
- Koekkoek
- Lewis
- Vasicek
- Van Dijk
- Chen
- Attari
- Cao
- Huang
- Kaya
Setting & Locations edit
First Sentence edit
Since more than twenty-five years the markets for financial derivatives have developed exponentially.
Authors & Contributors edit
- Jianwei Zhu (Author)
Classification edit
- Library of Congress: Add the Library of Congress Classification.
- Dewey: 332.645
Subjects edit
- Books › Science › Mathematics › Pure Mathematics › Calculus
- Books › Professional & Technical › Professional Science › Mathematics › Mathematical Analysis
- Books › Business & Investing › Investing › Futures
- Books › Business & Investing › Investing › Options
- Books › Professional & Technical › Accounting & Finance › Finance
- Books › Science › Mathematics › Mathematical Analysis
- Books › Business & Investing › Economics
- Books › Business & Investing › Popular Economics
- Books › Medicine
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