Inicio > Economía, finanzas, empresa y gestión > Finanzas y contabilidad > Finanzas > Pricing Interest-Rate Derivatives
Pricing Interest-Rate Derivatives

Pricing Interest-Rate Derivatives

Markus Bouziane

134,25 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2008
Materia
Finanzas
ISBN:
9783540770657
134,25 €
IVA incluido
Disponible

Selecciona una librería:

  • Librería Samer Atenea
  • Librería Aciertas (Toledo)
  • Kálamo Books
  • Librería Perelló (Valencia)
  • Librería Elías (Asturias)
  • Donde los libros
  • Librería Kolima (Madrid)
  • Librería Proteo (Málaga)
Sobre IBD

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.

Artículos relacionados

  • Global Perspectives on Risk Management and Accounting in the Public Sector
    The effects of recent economic and financial crises have reached an international scale; a number of different nations have experienced the fallout of these events, calling into question issues of accountability and reform in public management. Global Perspectives on Risk Management and Accounting in the Public Sector is a pivotal reference source for the latest research on cur...
  • Alternative Decision-Making Models for Financial Portfolio Management
    Narela Spaseski
    Economics is an integral aspect to every successful society, yet basic financial practices have gone unchanged for decades. Analyzing unconventional finance methods can provide new ways to ensure personal financial futures on an individual level, as well as boosting international economies. Alternative Decision-Making Models for Financial Portfolio Management: Emerging Research...
  • Multi-Sided Platforms (MSPs) and Sharing Strategies in the Digital Economy
    Sergey Yablonsky
    Rapid technological advancements have the ability to positively or negatively impact corporate growth and success. Professional leaders and decision makers must consider such advancements when designing and implementing new policies in preparation for the sustainable future of the business environment. Multi-Sided Platforms (MSPs) and Sharing Strategies in the Digital Economy: ...
  • The Complete Penny Stock Course
    Jamil Ben Alluch
    You can learn trading penny stocks from the masses and become part of the 90% of traders who lose money in the stock market, or you can learn from the Best. The Complete Penny Stock Course is based on Timothy Sykes’, various training programs. His strategies have helped individuals like Tim Grittani, Michael Goode and Stephen Dux become millionaires within a couple of years.Thi...
    Disponible

    37,63 €

  • ADVANCED FINANCE THEORIES
    POON SER-HUANG / Ser-Huang Poon
    For PhD finance courses in business schools, there is equal emphasis placed on mathematical rigour as well as economic reasoning. Advanced Finance Theories provides modern treatments to five key areas of finance theories in Merton's collection of continuous time work, viz. portfolio selection and capital market theory, optimum consumption and intertemporal portfolio selecti...
  • Jefferson's Nightmare
    William O. Joseph
    Common working people have been getting screwed by the banking industry for hundreds of years. In the United States over 21 million family members have lost their homes since 2007. Millions more have watched their careers go up in smoke. If you think there is nothing wrong with such a system then don't bother to read this book.   Two hundred years ago, Thomas Jefferson ha...
    Disponible

    12,42 €