[下载]Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

279786.pdf (4.52 MB, 需要: 30 个论坛币)

2008-12-24 09:30:00 上传

[下载]Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach
需要: 30 个论坛币  [购买]

  

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach

Product Description

This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different interest-rate derivatives by using contour integration principles, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models.

---

Product Details Paperback: 193 pages Publisher: Springer; 1 edition (March 27, 2008) Language: English ISBN-10: 3540770658 ISBN-13: 978-3540770657 Product Dimensions: 9.2 x 6.1 x 0.6 inches Shipping Weight: 12.6 ounces (View shipping rates and policies) Average Customer Review: No customer reviews yet. Be the first.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏3 回帖

关键词：derivatives Derivative transform interest Approach 下载 derivatives Pricing Approach Based

楼主很穷吗？

这个。。也太贵了吧