Pricing Interest-Rate Derivatives – Markus Bouziane

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.ReviewFrom 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 Pricing Interest-Rate Derivatives – Markus Bouziane , Only Price $19Tag: Pricing Interest-Rate Derivatives – Markus Bouziane  Review. Pricing Interest-Rate Derivatives – Markus Bouziane  download. Pricing Interest-Rate Derivatives – Markus Bouziane discount. pricing interest rate swaps. pricing interest rate futures. pricing interest rate derivatives. pricing interest rate derivative securities. pricing interest rate options. pricing interest rate swap example.