Pricing Interest-Rate Derivatives – Markus Bouziane

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Accelerate your learning with the Pricing Interest-Rate Derivatives – Markus Bouziane course, priced at just $149.00 Original price was: $149.00.$15.00Current price is: $15.00. on ESYSGB.com! Explore our extensive catalog of over 60,000 downloadable digital courses across Uncategorized. Experience flexible, self-paced learning from experts and save over 80%. Empower your future today!

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)

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