Pricing Interest-Rate Derivatives
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...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Springer
2017
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| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/26042 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |