fourier-inversion

Collection of notebooks about quantitative finance, with interactive python code.

翻译 - 带有交互式python代码的有关定量金融的笔记本合集。

Filtered backprojection and direct Fourier inversion algorithms. Test data, scripts, and full write-up included.

A Matlab script that with Discrete Fourier Transform calculates the Fourier series corresponding to a finite length T signal and the inverse of the given Fourier series.