Springer
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach
Product Code:
9783540770657
ISBN13:
9783540770657
Condition:
New
$118.37
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach
$118.37
The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally applicable to exponential-affine jump-diffusion models.
| Author: Markus Bouziane |
| Publisher: Springer |
| Publication Date: Feb 21, 2008 |
| Number of Pages: 193 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3540770658 |
| ISBN-13: 9783540770657 |
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