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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)

Posted By: AvaxGenius
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach by Markus Bouziane
English | PDF | 2008 | 207 Pages | ISBN : 3540770658 | 5.2 MB

In a hypothetical conversation between a trader in interest-rate derivatives and a quantitative analyst, Brigo and Mercurio (2001) let the trader answer about the pros and cons of short rate models: ”… we should be careful in thinking market models are the final and complete solution to all problems in interest rate models … and who knows, maybe short rate models will come back one day…”

Transforms and Fast Algorithms for Signal Analysis and Representations

Posted By: AvaxGenius
Transforms and Fast Algorithms for Signal Analysis and Representations

Transforms and Fast Algorithms for Signal Analysis and Representations by Guoan Bi
English | PDF | 2004 | 439 Pages | ISBN : 081764279x | 34.9 MB

. . . that is what learning is. You suddenly understand something you've un­ derstood all your life, but in a new way. Various transforms have been widely used in diverse applications of science, engineering and technology. New transforms are emerging to solve many problems, which may have been left unsolved in the past, or newly created by modern science or technologies.