Reactive Publishing
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
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!
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Paperback. Zustand: new. Paperback. Reactive PublishingMaster Fourier and Laplace Transforms for Advanced Quantitative FinanceFinancial 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 ApproachLaplace Transforms in Risk Management - Solving stochastic differential equations (SDEs) for derivative pricingOption Pricing with the Fast Fourier Transform (FFT) - Accelerate pricing computations for European and exotic optionsRisk-Neutral Valuation & Martingales - Use transform methods to simplify pricing under the risk-neutral measureStochastic Processes & Jump Diffusions - Apply Fourier methods to price models like Merton's Jump-Diffusion and Heston's Stochastic Volatility ModelPractical Python Implementations - Step-by-step coding examples for real-world quant applicationsWho This Book is For: Quantitative Traders & Hedge Funds - Optimize trading strategies with advanced transform methodsFinancial Engineers & Risk Managers - Improve risk modeling and derivative pricing accuracyStudents & Researchers in Quant Finance - Build a strong mathematical foundation in transform methodsWith 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! Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Bestandsnummer des Verkäufers 9798312120929
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Anbieter: Grand Eagle Retail, Fairfield, OH, USA
Paperback. Zustand: new. Paperback. Reactive PublishingMaster Fourier and Laplace Transforms for Advanced Quantitative FinanceFinancial 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 ApproachLaplace Transforms in Risk Management - Solving stochastic differential equations (SDEs) for derivative pricingOption Pricing with the Fast Fourier Transform (FFT) - Accelerate pricing computations for European and exotic optionsRisk-Neutral Valuation & Martingales - Use transform methods to simplify pricing under the risk-neutral measureStochastic Processes & Jump Diffusions - Apply Fourier methods to price models like Merton's Jump-Diffusion and Heston's Stochastic Volatility ModelPractical Python Implementations - Step-by-step coding examples for real-world quant applicationsWho This Book is For: Quantitative Traders & Hedge Funds - Optimize trading strategies with advanced transform methodsFinancial Engineers & Risk Managers - Improve risk modeling and derivative pricing accuracyStudents & Researchers in Quant Finance - Build a strong mathematical foundation in transform methodsWith 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! Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9798312120929
Anzahl: 1 verfügbar