Markus Bouziane – Pricing Interest-Rate Derivatives

Description

Markus Bouziane – Pricing Interest-Rate Derivatives

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.

Review

From the reviews:

“The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. The main objective of this research work was to derive an efficient and accurate pricing tool for interest rate derivatives within a Fourier transform pricing approach, which is generally applicable to exponential-affine jump-diffusion models. … the book is very useful for the research workers also in field of the pricing interest rate derivatives. The book is concluded with an exhaustive bibliography on the topic.” (C. L. Parihar, Zentralblatt MATH, Vol. 1154, 2009)

Get Markus Bouziane - Pricing Interest-Rate Derivatives on amazon4trader.com

Markus Bouziane, Pricing Interest, Rate Derivatives, Download Pricing Interest, Free Pricing Interest, Pricing Interest Torrent, Pricing Interest Review, Pricing Interest Groupbuy, Download Rate Derivatives, Free Rate Derivatives, Rate Derivatives Torrent, Rate Derivatives Review, Rate Derivatives Groupbuy.