Fourier Space Time-stepping Framework

Brought to you by: vsurkov

Add a Review

Downloads: 0 This Week

Last Update: 2013-04-19

Download

Add to Preferred Sources

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

Custom VMs From 1 to 96 vCPUs With 99.95% Uptime

General-purpose, compute-optimized, or GPU/TPU-accelerated. Built to your exact specs.

Live migration and automatic failover keep workloads online through maintenance. One free e2-micro VM every month.

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

Build Agents and Models on One Platform

Everything you need to build production-ready agents and models. Access 200+ Google and third-party AI models and tools.

Gemini Enterprise Agent Platform is Google Cloud's comprehensive platform for developers to build, scale, govern, and optimize agents and models. Choose from Google's most advanced models and third-party models like Anthropic's Claude Model Family.

Start Free

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
QuantLib
A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.
paint.net fft plugin
Fast Fourier transform plugin for Paint.NET
eXtace
eXtace is a 3D audio visualization tool (or eye candy depending on how you look at it). eXtace requires ESD (Esound) for its sound input source. It performs a FFT (fast fourier transform) on audio and displays it via various graphical modes.