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  • Fourier

  • http://www.aktienprognose.de/ Aktienanalye mit Fourier-Analyse

  • Tenreiro Machado, J.;Duarte, Fernando · Monteiro Duarte, Gonçalo: Analysis of financial data series using fractional Fourier transform and multidimensional scaling, in:Nonlinear Dynamics August 2011
  • Lee, Yun-Huan: Forecast Intervals in Fourier Transform Models: Bootstrap Method.Finance Department, Ming Chuan University 2011
  • Bhattacharya, Rahul: Explaining the Fourier Transform to a Banker: A very Elementary Tutorial. 2011
  • Umberto Cherubini, Giovanni; Della Lunga, Sabrina; Mulinacci, Pietro Rossi: Fourier Transform Methods in Finance 2010
  • Ranta, Miko: Wavelet Multiresolution Analysis of Financial Time Series. Universitas Wasaens 2010
  • Karl, Christian; Lord, Roger: Fourier inversion methods in finance. 2010
  • Eberlein, Ernst; Glau, Kathrin; Papapantoleon, Antonis: Analysis of Fourier Transform Valuation Formulas and Applications, in: Applied Mathematical Finance Volume 17, Issue 3, 2010
  • Al Wadi, S.; Ismail, Mohd Tahir; Karim; Samsul Ariffin Abdul: Statistical Computational of Volatility in Financial Time Series Data.World Academy of Science, Engineering and Technology 62 2010
  • Laure, Jehlen: Modeling of the Financial Flows: The Use of Fourier Transform in Finance.  Mathematical Roots and Inconsistency. Paris-Dauphine University, 2009
  • Hurd, T. R.; Zhou, Zhuowei: A Fourier transform method for spread option pricing. 2009
  • Giampaoli, Iacopo; Lon  Ng, Wing; Constantinou, Nick: Analysis of ultra-high-frequency financial data using advanced Fourier transforms, in: Finance Research Letters Volume 6, Issue 1, March 2009, Pages 47-53
  • Cherubini, Umberto; Della Lunga, Giovanni; Mulinacci, Sabrina; Rossi, Pietro: Fourier Transform Methods in Finance. Wiley 2009 Verlagsseite
  • Masset, Philippe: Analysis of Financial Time-Series using Fourier and Wavelet. University of Fribourg, Department of Finance 2008
  • Giampaoli, Iacopo; Lon Ng, Wing; Constantinou, Nick: Analysis of ultra-high-frequency financial data using advanced Fourier transforms. Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, 2008
  • Emmenegger, Jean-François; Serbinenko, Anna: The Discrete Fourier Transform as a Tool in Mathematical Finance: Computation of Index Returns. Swiss Statistics Meeting, 14.-16. November 2007, Lucerne
  • Option pricing by Lee, Roger W.: transform methods: extensions, unification and error control, in: Journal of Computational Finance (2004), 7(3):51–86, This version: February 2, 2005
  • Cerny, Ales: Introduction to fast Fourier Transform in finance.London: Tanaka Business School, 2004
  • Gençay, Ramazan; Selçuk, Faruk; Whitcher, Brandon: An introduction to wavelets and other filtering methods in finance and economics. 2002
  • Malliavin, Paul; Mancino, Maria Elvira: Fourier series method for measurement of multivariate volatilities. Finance and Stochastics Volume 6, 2001 Number 1, 49-61
  • Meyers, Dennis: Noise and The Discrete Fourier Transform 2000
  • Meyers, Dennis: The End Point Fast Fourier Transform 2000
  • Dempster; M.A.H., Hong, S.S.G.: Spread option valuation and the fast Fourier transform, Research Paperm Cambridge 2000
  • P Carr, D Madan: Option valuation using the fast Fourier transform - Journal of Computational Finance, 1999
  • Meyers, Dennis: The Discrete Fourier Transform Illusion. 1999
  • Carr, Peter; Madan, Dilip B.: Option Valuation Using the Fast Fourier Transform. 1999
  • Benhamou, Eric: Fast Fourier Transform for Discrete Asian Options 2000
  • Theiler, James; Eubank, Stephen; Longtin, André; Galdrikian, Bryan; Farmer, J. Doyne: Testing for nonlinearity in time series: the method of surrogate data, in: Physica D: Nonlinear Phenomena Volume 58, Issues 1-4, 15 September 1992, Pages 77-94
  • Reno, Roberto: Volatility estimate via Fourier analysis
  • Oya, K.: Measurement of Volatility of Diffusion Processes with Noisy High Frequency Data.1Graduate School of Economics, Osaka University
  • Mancino, Mario Elvira; Sanfelici, Simona: Finite Sample Properties and Optimal Sampling of Fourier Volatility Estimator under Microstructure Noise
  • Fourier Analysis. Investopedia
  • Fast Fourier Transform. iPredict