Pricing Interest-Rate Derivatives 1
bokomslag Pricing Interest-Rate Derivatives
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Pricing Interest-Rate Derivatives

Markus Bouziane

Pocket

1999:-

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  • 193 sidor
  • 2008
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.
  • Författare: Markus Bouziane
  • Format: Pocket/Paperback
  • ISBN: 9783540770657
  • Språk: Engelska
  • Antal sidor: 193
  • Utgivningsdatum: 2008-02-01
  • Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K

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