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Pricing Interest-Rate Derivatives

Pricing Interest-Rate Derivatives

Markus Bouziane

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

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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.

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