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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| Language: | English |
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2017
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| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/26042 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |
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oai:112.137.131.14:VNU_123-260422020-05-13T01:41:00Z Pricing Interest-Rate Derivatives Bouziane, Markus Business Economics 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) 2017-04-11T03:09:13Z 2017-04-11T03:09:13Z 2008 Book 978-3-540-77065-7 http://repository.vnu.edu.vn/handle/VNU_123/26042 en 207 p. application/pdf Springer |
| institution |
Vietnam National University, Hanoi |
| building |
VNU Library & Information Center |
| country |
Vietnam |
| collection |
VNU Digital Repository |
| language |
English |
| topic |
Business Economics |
| spellingShingle |
Business Economics Bouziane, Markus Pricing Interest-Rate Derivatives |
| description |
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) |
| format |
Book |
| author |
Bouziane, Markus |
| author_facet |
Bouziane, Markus |
| author_sort |
Bouziane, Markus |
| title |
Pricing Interest-Rate Derivatives |
| title_short |
Pricing Interest-Rate Derivatives |
| title_full |
Pricing Interest-Rate Derivatives |
| title_fullStr |
Pricing Interest-Rate Derivatives |
| title_full_unstemmed |
Pricing Interest-Rate Derivatives |
| title_sort |
pricing interest-rate derivatives |
| publisher |
Springer |
| publishDate |
2017 |
| url |
http://repository.vnu.edu.vn/handle/VNU_123/26042 |
| _version_ |
1680967291728035840 |