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Applications of Fourier Transform to Smile Modeling

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Cover of 'Applications of Fourier Transform to Smile Modeling'

Table of Contents

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    Book Overview
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    Chapter 1 Option Valuation and the Volatility Smile
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    Chapter 2 Characteristic Functions in Option Pricing
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    Chapter 3 Stochastic Volatility Models
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    Chapter 4 Numerical Issues of Stochastic Volatility Models
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    Chapter 5 Simulating Stochastic Volatility Models
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    Chapter 6 Stochastic Interest Models
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    Chapter 7 Poisson Jumps
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    Chapter 8 Lévy Jumps
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    Chapter 9 Integrating Various Stochastic Factors
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    Chapter 10 Exotic Options with Stochastic Volatilities
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    Chapter 11 Libor Market Model with Stochastic Volatilities
Attention for Chapter 7: Poisson Jumps
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