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Harmonic analysis --- Analyse harmonique --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Harmonic analysis. --- Harmonische analyse. --- Harmonische Analyse --- Datenverarbeitung --- Zeitschrift --- Online-Ressource --- Banach algebras --- Calculus --- Mathematical analysis --- Mathematics --- Bessel functions --- Fourier series --- Harmonic functions --- Time-series analysis --- Netzpublikation --- Online-Publikation --- Computerdatei im Fernzugriff --- Online-Dokument --- On-line-Dokument --- On-line-Publikation --- Elektronische Publikation --- Periodikum --- Zeitschriften --- Presse --- Fortlaufendes Sammelwerk --- ADV --- Automatische Datenverarbeitung --- Automatisierte Datenverarbeitung --- EDV --- Elektronische Datenverarbeitung --- Automation --- Computer --- Datentechnik --- Informatik --- Fourier-Analyse --- Harmonische Analysis --- Frequenzanalyse --- Fourier-Reihe --- Fourier-Transformation --- Harmonische Analyse. --- Datenverarbeitung. --- Zeitschrift. --- Online-Ressource.
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Harmonic analysis. Fourier analysis --- Computer. Automation --- Analyse harmonique --- Harmonic analysis --- Harmonische analyse --- Periodicals. --- Périodiques --- Engineering --- Mathematical Sciences --- General and Others --- Algorithms --- Applied Mathematics --- Mathematical Analysis & Logic
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Analyse harmonique --- Approximatietheorie --- Approximation theory --- Harmonic analysis --- Harmonische analyse --- Potentiaaltheorie --- Potential theory (Mathematics) --- Potentiel [Théorie du ] --- Théorie des approximations --- Approximation theory.
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The sound modeling of the smile effect is an important issue in quantitative finance as, for more than a decade, the Fourier transform has established itself as the most efficient tool for deriving closed-form option pricing formulas in various model classes. This book describes the applications of the Fourier transform to the modeling of volatility smile, followed by a comprehensive treatment of option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, including various asset classes such as equity, FX and interest rates, as well as various numberical examples and prototype programming codes. Readers will benefit from this book not only by gaining an overview of the advanced theory and the vast range of literature on these topics, but also by receiving first-hand feedback on the practical applications and implementations of the theory. The book is aimed at financial engineers, risk managers, graduate students and researchers.
Economics/Management Science. --- Finance /Banking. --- Quantitative Finance. --- Economics. --- Finance. --- Banks and banking. --- Economie politique --- Finances --- Banques --- Fourier analysis. --- Options (Finance) --- Harmonische Analyse. --- Optionspreistheorie. --- Prices.
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Analyse harmonique --- Harmonic analysis (Music) --- Harmonische analyse --- Metrum en ritme --- Musical meter and rhythm --- Prosodie et rythme --- harmonisch ritme --- Music --- harmonieleer --- harmonie --- muziektheorie
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Harmonic analysis. Fourier analysis --- Analyse harmonique --- Enkelvoudige integralen --- Fourier [Transformations de ] --- Fourier transformaties --- Fourier transformations --- Harmonic analysis --- Harmonische analyse --- Integralen [Enkelvoudige ] --- Integrals [Singular ] --- Intégrales singulières --- Singular integrals --- Transformations [Fourier ] --- Transformations de Fourier --- Transforms [Fourier ]
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Analyse harmonique --- Harmonic analysis (Music) --- Harmonische analyse --- Intervalles et échelles musicales --- Musical intervals and scales --- Muzikale intervallen en toonladders --- Music theory --- Music --- Théorie musicale --- Musique --- Théorie musicale --- 78.62
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This volume contains a systematic discussion of wavelet-type inversion formulae based on group representations, and their close connection to the Plancherel formula for locally compact groups. The connection is demonstrated by the discussion of a toy example, and then employed for two purposes: Mathematically, it serves as a powerful tool, yielding existence results and criteria for inversion formulae which generalize many of the known results. Moreover, the connection provides the starting point for a – reasonably self-contained – exposition of Plancherel theory. Therefore, the book can also be read as a problem-driven introduction to the Plancherel formula.
Harmonische analyse. --- Wavelets. --- Harmonic analysis. --- Wavelets (Mathematics) --- Analyse harmonique --- Ondelettes --- Harmonic analysis --- Mathematics. --- Fourier analysis. --- Abstract Harmonic Analysis. --- Fourier Analysis. --- Mathematical Theory --- Operations Research --- Mathematics --- Civil & Environmental Engineering --- Physical Sciences & Mathematics --- Engineering & Applied Sciences --- Wavelets (Mathematics). --- Wavelet analysis --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Analysis, Fourier --- Math --- Mathematical analysis --- Banach algebras --- Calculus --- Bessel functions --- Fourier series --- Harmonic functions --- Time-series analysis --- Science
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The sound modeling of the smile effect is an important issue in quantitative finance as, for more than a decade, the Fourier transform has established itself as the most efficient tool for deriving closed-form option pricing formulas in various model classes. This book describes the applications of the Fourier transform to the modeling of volatility smile, followed by a comprehensive treatment of option valuation in a unified framework, covering stochastic volatilities and interest rates, Poisson and Levy jumps, including various asset classes such as equity, FX and interest rates, as well as various numberical examples and prototype programming codes. Readers will benefit from this book not only by gaining an overview of the advanced theory and the vast range of literature on these topics, but also by receiving first-hand feedback on the practical applications and implementations of the theory. The book is aimed at financial engineers, risk managers, graduate students and researchers.
Fourier analysis. --- Harmonische Analyse. --- Options (Finance) -- Prices. --- Optionspreistheorie. --- Options (Finance) --- Prices. --- Analysis, Fourier --- Call options --- Calls (Finance) --- Listed options --- Options exchange --- Options market --- Options trading --- Put and call transactions --- Put options --- Puts (Finance) --- Business. --- Business mathematics. --- Finance. --- Economics, Mathematical. --- Business and Management. --- Business Mathematics. --- Finance, general. --- Quantitative Finance. --- Mathematical analysis --- Derivative securities --- Investments --- Funding --- Funds --- Economics --- Currency question --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Finance --- Mathematics --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Methodology --- Social sciences --- Financial Economics. --- Mathematics in Business, Economics and Finance. --- Mathematics.
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Designed as an introduction to harmonic analysis and group representations,this book covers a wide range of topics rather than delving deeply into anyparticular one. In the words of H. Weyl ...it is primarily meant forthe humble, who want to learn as new the things set forth therein, rather thanfor the proud and learned who are already familiar with the subject and merelylook for quick and exact information.... The main objective is tointroduce the reader to concepts, ideas, results and techniques that evolvearound symmetry-groups, representations
Analyse harmonique --- Harmonic analysis --- Harmonische analyse --- Representation des groupes --- Representations of groups --- Vertegenwoordiging van groepen --- Analyse harmonique. --- Représentations de groupes. --- Harmonic analysis. --- Representations of groups. --- Représentations de groupes --- 512.54 --- 517.986.6 --- 51-7 --- 512.81 --- Group representation (Mathematics) --- Groups, Representation theory of --- Group theory --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Banach algebras --- Calculus --- Mathematical analysis --- Mathematics --- Bessel functions --- Fourier series --- Harmonic functions --- Time-series analysis --- Groups. Group theory --- Harmonic analysis of functions of groups and homogeneous spaces --- Mathematical studies and methods in other sciences. Scientific mathematics. Actuarial mathematics. Biometrics. Econometrics etc. --- Lie groups --- 512.81 Lie groups --- 51-7 Mathematical studies and methods in other sciences. Scientific mathematics. Actuarial mathematics. Biometrics. Econometrics etc. --- 517.986.6 Harmonic analysis of functions of groups and homogeneous spaces --- 512.54 Groups. Group theory --- Mathematical studies and methods in other sciences. Scientific mathematics. Actuarial mathematics. Biometrics. Econometrics etc --- Representation of groups.
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