Fourier Space Time-stepping Framework

Brought to you by: vsurkov

Add a Review

Downloads: 0 This Week

Last Update: 2013-04-19

Download

Get an email when there's a new version of Fourier Space Time-stepping Framework

Fourier Space Time-stepping framework is a numerical approach for pricing of financial derivatives based on the fast Fourier transform. Price European, American and other options under various models in equity, commodity and interest rate markets.

Project Activity

See All Activity >

Follow Fourier Space Time-stepping Framework

Fourier Space Time-stepping Framework Web Site

Other Useful Business Software

Field Sales+ for MS Dynamics 365 and Salesforce

Maximize your sales performance on the go.

Bring Dynamics 365 and Salesforce wherever you go with Resco’s solution. With powerful offline features and reliable data syncing, your team can access CRM data on mobile devices anytime, anywhere. This saves time, cuts errors, and speeds up customer visits.

Learn More

Rate This Project

User Reviews

Be the first to post a review of Fourier Space Time-stepping Framework!

Additional Project Details

Registered

2010-02-28

Report inappropriate content

Recommended Projects

Fourier Transform
Description and detailed explanation on Fourier Transform, some FFT, LPC etc. Runable project demonstrates DCT transform on continuous audio, show and edit audio source with different zooming and view.
Fourier
Fourier is a portable image processing and analysis library written in ANSI C. It implements operations such as color space conversions, noise removal, enhancement, morphology, edge detection, thresholding, segmentation, and visual feature extraction
A More Accurate Fourier Transform
Computes Accurate Fourier Transform via Explicit Integration not FFT
FFTW
Fast Fourier Transform Library (FFTW)
A FORTRAN 90 Numerical Library
A FOTRAN 90 Numerical library (AFNL) is a set of MODULES containing definitions of Fourier series and polynomials, and able to perform linear (multi-)dimensional fittings, integrals, sorting data, compute roots of functions, and other numerical tasks.