The aim of this paper is to show the benefit of applying a three-dimensional Fourier cosine series expansion method in order to price and hedge multiasset spread options. The approach consists of ...

Comprehensive introduction to analysis of continuous and discrete-time signals and systems. Linear time-invariant systems, convolution; Fourier series representations of periodic signals; Continuous ...

Design linear discrete-time systems and filters and analyze their behavior. Represent continuous-time signals and linear systems in discrete time, so that such signals can be recovered in continuous ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...