"This book falls broadly in the area of financial mathematics. It presents a multitude of topics that are relevant to the quantitative finance community. Experts in teaching and active in research, the authors aim to discuss theory in the context of applications to specific practical problems....

Highly oscillatory phenomena are omnipresent in applications. Two important underlying sources are stochastic fluctuations and deterministic randomness. In this paper, we will present heuristics, theorems, and a few illustrations on the Fourier spectrum and deterministic random time series,...

The Fourier spectrum of a curve on a given interval, as represented by the Fourier series, is very reflective of the oscillatory behavior of the curve as the “weights” of the Fourier coefficients can indicate the individual prominence of frequencies of oscillations. But, unfortunately, the...