Fourier transform methods in finance "Fourier Transform Methods in Finance is rigorous, instructive, and loaded with useful examples. The authors have synthesized everything from the necessary underlying elements of complex analysis up through methods for derivative pricing. Almost anyone doing...

Knowledge of risk models and the assessment of risk is a fundamental part of the training of actuaries and all who are involved in financial, pensions and insurance mathematics. This book provides students and others with a firm foundation in a wide range of statistical and probabilistic methods...