Modular Pricing of Options
Subtitle: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems)
Edition: 1 edition
Publisher: Springer
Published: October 15, 2000
Language: eng
Format: Paperback
Number of pages: 170
ISBN-13: 9783540679165
Subjects: Economics; Mathematics; Investments & Securities - Futures; Futures And Options Trading; Business & Economics; Business / Economics / Finance; Prices; Business/Economics; Options (Finance); Investments & Securities - General; General; Business & Economics / Finance; Mathematics-General; Medical-General; Mathematical Analysis; Fourier Analysis
First sentence: Since more than twenty-five years the markets for financial derivatives have developed exponentially.