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Pricing Interest-Rate Derivatives by Markus Bouziane, Paperback | Indigo Chapters
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Pricing Interest-Rate Derivatives by Markus Bouziane, Paperback | Indigo Chapters
From Markus Bouziane
Current price: $160.95
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Size: 1 x 9.25 x 1.54
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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. | Pricing Interest-Rate Derivatives by Markus Bouziane, Paperback | Indigo Chapters
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