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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach - Lecture Notes in Economics and Mathematical Systems Markus Bouziane 2008 edition
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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach - Lecture Notes in Economics and Mathematical Systems
Markus Bouziane
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.
193 pages, 24 black & white illustrations, 15 black & white tables, biography
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2008年2月21日 |
| ISBN13 | 9783540770657 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 193 |
| 寸法 | 155 × 235 × 11 mm · 312 g |
| 言語 | 英語 |
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