Fourier transforms of sin x and cos x
Question
Using the convention , compute the Fourier transforms of and .
Short answer
and . Neither function is integrable, so the answer is a distribution: write them via Euler's formula and use .
Adapted from Joshi, Denson & Downes, Quant Job Interview Questions and Answers, Q6.13, p.190; question and answer rewritten by SelfMadeQuant.com.
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Open the worked solutionLessons behind this question
- The Derivative as a Limit: Rates of Change and the Derivative Function
- The Chain Rule
- Derivation — From Binomial Trees to Black-Scholes in the Continuous Limit
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