Fourier & Laplace Transforms in Quant Finance: A Practical Guide for Quantitative Analysts and Traders (Technical Topics for Quant Finance) - Softcover

Bisette, Vincent; Strauss, Johann; Van Der Post, Alice; Publishing, Reactive

 
9798312120929: Fourier & Laplace Transforms in Quant Finance: A Practical Guide for Quantitative Analysts and Traders (Technical Topics for Quant Finance)

Synopsis

Reactive Publishing

Master Fourier and Laplace Transforms for Advanced Quantitative Finance

Financial markets are driven by complex mathematical models, and Fourier and Laplace transforms are powerful tools used in option pricing, risk-neutral valuation, and algorithmic trading. These mathematical techniques enable fast and efficient solutions to problems that would otherwise require time-consuming numerical methods.

This comprehensive guide bridges the gap between theory and real-world financial applications, equipping you with the tools needed to model derivatives, manage risk, and enhance trading strategies.

What You’ll Learn:

Fourier Transform Applications in Finance – Efficient computation of option prices using the Characteristic Function Approach
Laplace Transforms in Risk Management – Solving stochastic differential equations (SDEs) for derivative pricing
Option Pricing with the Fast Fourier Transform (FFT) – Accelerate pricing computations for European and exotic options
Risk-Neutral Valuation & Martingales – Use transform methods to simplify pricing under the risk-neutral measure
Stochastic Processes & Jump Diffusions – Apply Fourier methods to price models like Merton’s Jump-Diffusion and Heston’s Stochastic Volatility Model
Practical Python Implementations – Step-by-step coding examples for real-world quant applications

Who This Book is For:

Quantitative Traders & Hedge Funds – Optimize trading strategies with advanced transform methods
Financial Engineers & Risk Managers – Improve risk modeling and derivative pricing accuracy
Students & Researchers in Quant Finance – Build a strong mathematical foundation in transform methods

With clear explanations, real-world case studies, and Python implementations, this book transforms complex mathematical concepts into practical tools for finance professionals.

Master the mathematics of modern finance—get your copy today!

"synopsis" may belong to another edition of this title.