Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (2008) (Lecture Notes in Economics and Mathematical Systems #607)
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- Synopsis
- 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.
- Copyright:
- 2008
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783540770664
- Related ISBNs:
- 9783540770657
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 07/15/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.