MA 555
Continuous/Discrete Transforms
Properties of continuous and discrete Fourier transforms; the Sampling Theorem;
Inverse Fourier Transforms and convolution; introduction to wavelet analysis; Fast
Fourier Transform (FFT), Fourier-Cosine (COS) method, and other algorithms; Laplace transform. Applications will be selected from applied sciences and quantitative finance.
Exclusions: MA355 or equivalent.
Properties of continuous and discrete Fourier transforms; the Sampling Theorem;
Inverse Fourier Transforms and convolution; introduction to wavelet analysis; Fast
Fourier Transform (FFT), Fourier-Cosine (COS) method, and other algorithms; Laplace transform. Applications will be selected from applied sciences and quantitative finance.
Exclusions: MA355 or equivalent.
Properties of continuous and discrete Fourier transforms; the Sampling Theorem;
Inverse Fourier Transforms and convolution; introduction to wavelet analysis; Fast
Fourier Transform (FFT), Fourier-Cosine (COS) method, and other algorithms; Laplace transform. Applications will be selected from applied sciences and quantitative finance.
Exclusions: MA355 or equivalent.