Applications of Fourier Transform to Smile Modeling Other Books in This Series

Risk and Asset Allocation Risk and Asset Allocation
Risk and Asset Allocation
2007
A Course in Derivative Securities A Course in Derivative Securities
A Course in Derivative Securities
2006
Implementing Models in Quantitative Finance: Methods and Cases Implementing Models in Quantitative Finance: Methods and Cases
Implementing Models in Quantitative Finance: Methods and Cases
2007
Financial Modeling, Actuarial Valuation and Solvency in Insurance Financial Modeling, Actuarial Valuation and Solvency in Insurance
Financial Modeling, Actuarial Valuation and Solvency in Insurance
2013
Modelling, Pricing, and Hedging Counterparty Credit Exposure Modelling, Pricing, and Hedging Counterparty Credit Exposure
Modelling, Pricing, and Hedging Counterparty Credit Exposure
2009
Mathematics of Financial Markets Mathematics of Financial Markets
Mathematics of Financial Markets
2006
Option Prices as Probabilities Option Prices as Probabilities
Option Prices as Probabilities
2010
Signature Methods in Finance Signature Methods in Finance
Signature Methods in Finance
2025
Stochastic Models for Prices Dynamics in Energy and Commodity Markets Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
2023
Time-Inconsistent Control Theory with Finance Applications Time-Inconsistent Control Theory with Finance Applications
Time-Inconsistent Control Theory with Finance Applications
2021
Continuous-Time Asset Pricing Theory Continuous-Time Asset Pricing Theory
Continuous-Time Asset Pricing Theory
2021
Mathematical Finance Mathematical Finance
Mathematical Finance
2019
Financial Markets Theory Financial Markets Theory
Financial Markets Theory
2017
The Price of Fixed Income Market Volatility The Price of Fixed Income Market Volatility
The Price of Fixed Income Market Volatility
2016
Asymptotic Chaos Expansions in Finance Asymptotic Chaos Expansions in Finance
Asymptotic Chaos Expansions in Finance
2014