Reactive Publishing Master Fourier and Laplace Transforms for Advanced Quantitative Finance 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, ...
Read More
Reactive Publishing Master Fourier and Laplace Transforms for Advanced Quantitative Finance 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 Who This Book is For: 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!
Read Less
Add this copy of Fourier & Laplace Transforms in Quant Finance: A to cart. $16.09, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2025 by Independently Published.
