Here’s a really quick video which takes a different approach to understanding the Fourier Series than we’re used to. If you’re a regular reader we’re sure you’ve heard… ...

The numerical examples show that the three-dimensional cosine series method can be seen as an alternative pricing technique that can deal with multiasset option problems of medium dimensionality. The ...

A mathematical theorem stating that a periodic function f(x) which is reasonably continuous may be expressed as the sum of a series of sine or cosine terms (called the Fourier series), each of which ...

This program converts a sampled real sequence stored in a disk file to a harmonically related set of cosine waveforms To view the program, click Download the Code at the top ...

If you’re into mechanical devices or Fourier series (or both!), you’ve got some serious YouTubing to do. [The Engineer Guy] has posted up a series of four videos (Introduction, Synthesis ...

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 ...

A mathematical theorem stating that a PERIODIC function f(x) which is reasonably continuous may be expressed as the sum of a series of sine or cosine terms (called the Fourier series), each of which ...