Continuous and Discrete Transforms
- Lecture/Discussion: 3
- Lab: 1.5 (biweekly)
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.