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

$300 Free Credits to Build on Google Cloud

New customers can spin up VMs, build with AI, and query data at no cost.

Put your $300 in credit toward real workloads, then keep building with free monthly usage for 20+ products. No commitment and no charge until you upgrade.

Start Free

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

$300 Free Credits to Build on Google Cloud

New customers can spin up VMs, build with AI, and query data at no cost.

Put your $300 in credit toward real workloads, then keep building with free monthly usage for 20+ products. No commitment and no charge until you upgrade.

Start Free

Recommended Projects

Soundwave
A visualization of the fourier transform applied to sound data. Analyzes a time-domain sound sample using the Fourier Transform, and graphically displays the results and sound in real time. Attempts to audio into sheet music.
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.
Chicago Option Pricing Model
A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.
paint.net fft plugin
Fast Fourier transform plugin for Paint.NET
GFourier
GFourier is a GIMP plug-in to manipulate images in the frecuency domain, using Fourier Transform.