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  1. Pricing Interest-Rate Derivatives : A Fourier-Transform Based Approach
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Pricing Interest-Rate Derivatives : A Fourier-Transform Based Approach

Printed Book
SR 604
Inclusive of VAT
Sold as: EACH
SR36Per Month/24 months
Author:Bouziane, Markus
Date of Publication: 2008
Book classification:Business & Management,English Books
No. of pages:220 Pages
Format:Paperback

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About this Product

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.

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Specifications

SKU9783540770657
Manufacturer Number9783540770657
year published2008
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