Posted by **arundhati** at Jan. 9, 2017

English | ISBN: 331945580X | 2016 | 224 pages | PDF | 16 MB

Posted by **step778** at Jan. 9, 2017

1997 | pages: 838 | ISBN: 3211829318 | PDF | 37,2 mb

Posted by **DZ123** at Jan. 8, 2017

English | 1987 | ISBN: 0898713420 | DJVU | pages: 453 | 6.0 mb

Posted by **libr** at Oct. 26, 2015

English | 2010-02-15 | ISBN: 0470994002 | 256 pages | PDF | 2,1 MB

Posted by **exLib** at June 4, 2015

InTAvE | 03 June, 2015 | ISBN: 9535121278 9789535121275 | 218 pages | PDF | 7 MB

This book focuses on signal processing and physical sciences. The book provides applications oriented to signal processing and physics written primarily for engineers, mathematicians, physicians and graduate students, will also find it useful as a reference for their research activities.

Posted by **ChrisRedfield** at Dec. 6, 2014

Published: 2013-07-19 | ISBN: 1447151666 | PDF | 375 pages | 35 MB

Posted by **arundhati** at June 3, 2014

2010 | ISBN-10: 3642018076 | 348 pages | PDF | 3 MB

Posted by **interes** at April 7, 2014

English | ISBN: 1402066287 | 2010 | 358 pages | PDF | 11,2 MB

Fast Fourier Transform - Algorithms and Applications presents an introduction to the principles of the fast Fourier transform (FFT). It covers FFTs, frequency domain filtering, and applications to video and audio signal processing. As fields like communications, speech and image processing, and related areas are rapidly developing, the FFT as one of the essential parts in digital signal processing has been widely used.

Posted by **fdts** at Oct. 3, 2013

by K.R. Rao, D.N. Kim and J.-J. Hwang

English | 2010 | ISBN: 1402066287 | 358 pages | PDF | 5.23 MB

Posted by **zolao** at Aug. 8, 2013

2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,1 mb

This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different interest-rate derivatives by using contour integration principles, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models.