Stock Image

Modular Pricing of Options: An Application of Fourier Analysis (Lecture Notes in Economics and Mathematical Systems)

Jianwei Zhu

0 ratings by Goodreads
ISBN 10: 3540679162 / ISBN 13: 9783540679165
Published by CreateSpace Independent Publishing Platform, 2000
Condition: Good Soft cover
From Books Express (Portsmouth, NH, U.S.A.)

AbeBooks Seller Since August 14, 2015 Seller Rating 5-star rating

Quantity Available: 1

Buy Used
Price: US$ 285.20 Convert Currency
Shipping: Free Within U.S.A. Destination, rates & speeds
Add to basket

30 Day Return Policy

About this Item

Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. May be ex-library. Shipping & Handling by region. Buy with confidence, excellent customer service!. Bookseller Inventory # 3540679162

Ask Seller a Question

Bibliographic Details

Title: Modular Pricing of Options: An Application ...

Publisher: CreateSpace Independent Publishing Platform

Publication Date: 2000

Binding: Paperback

Book Condition:Good

Edition: 1.

About this title

Synopsis:

This book provides a comprehensive, up-to-date treatment of the application of Fourier analyses to pricing standard and exotic options, and discusses three different factors: stochastic volatility, stochastic interest rate and random jump. The modeling of volatility and interest rate falls into four different alternatives: constant, mean-reverting Ornstein-Uhlenbeck process, mean-reverting square root process and mean-reverting double square root process, while random jumps are specified as pure jumps, lognormal jumps and Pareto jumps. This framework called Modular Pricing of Options includes most of the existing options pricing formulas as special cases.

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

Store Description

Visit Seller's Storefront

Terms of Sale:

Buy with confidence. Excellent customer service. 30 day return policy.

Books Express LLC
1465 Woodbury Ave
#400
Portsmouth NH 03801


Shipping Terms:

Standard and expedited shipping options include shipping and handling costs. Default shipping is by USPS Media Mail and frequently USPS Priority Mail or UPS Ground is used. Books should arrive within 10-14 business days for expedited shipping, and 20-30 business days for standard shipping. Standard shipping can on occasion take up to 30 days for delivery.

List this Seller's Books

Payment Methods
accepted by seller

Visa Mastercard American Express

Check Money Order PayPal Invoice Bank Draft Bank/Wire Transfer Direct Debit (Personally Authorized Payment)