It takes the average reader 4 hours and 22 minutes to read Fourier Transform Methods in Finance by Umberto Cherubini
Assuming a reading speed of 250 words per minute. Learn more
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes. Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices;...
Fourier Transform Methods in Finance by Umberto Cherubini is 256 pages long, and a total of 65,536 words.
This makes it 86% the length of the average book. It also has 80% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 5 hours and 58 minutes to read Fourier Transform Methods in Finance aloud.
Fourier Transform Methods in Finance is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
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