English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Methods for Finding Zeros in Polynomials
Lectures on Stochastic Flows and Applications
Educational Psychology by Edward L. Thorndike
The Last Days of Tolstoy by V. G. Chertkov
Globalization and Responsibility
Lectures on Siegel Modular Forms and Representation by Quadratic Forms
Lectures on Topics In One-Parameter Bifurcation Problems
History of the Incas by Pedro Sarmiento de Gamboa
Linear Algebra: Theorems and Applications
Lectures on Stochastic Differential Equations and Malliavin Calculus
A Short Biographical Dictionary of English Literature
Lectures on Sieve Methods and Prime Number Theory
Dollars and Sense by William Crosbie Hunter
The Theory of the Theatre by Clayton Hamilton
The Mathematics of Investment
Occupiers of Wall Street: Losers or Game Changers
The Solution of the Pyramid Problem
Lectures on Moduli of Curves
Walden by Henry David Thoreau
Useful Links
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach
Posted on 2010-03-15
|  |
More 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.
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (DOWNLOAD) | Alive |
| Download Link (MIRROR) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Economics/Finances Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond Riccardo Rebonato, "Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond"Princeton University Press | 2002-11-04 | ISBN: 0691089736 | 480 pages | PDF | 78,2 MBIn recent years, interest-rate modeling has developed r ... |
 | Economics/Finances Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering) Riccardo Rebonato, "Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)"John Wiley & Sons | 1999-12-27 | ISBN: 0471899984 | 360 pages | PDF | 66,7 MB"What is at stak ... |
 | Economics/Finances European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (repost) Jonathan A. Batten , Thomas A. Fetherston , Peter G. Szilagyi , "European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives" Wiley | 2004 | ISBN: 0470850531 | 504 pages | PDF | 2,1 MB The introduction of the euro in 1999 ... |
 | Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate OptionsVolatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering)Publisher: John Wiley & Sons ( 1 ... |
 | Interest Rate Swaps and Their Derivatives: A Practitioner's Guide Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance)248 pages | Feb 12, 2009 |ISBN: 0470443944 | PDF | 8 MbAn up-to-date look at the evolution of interest rate swaps and derivativesInterest Rate Swaps an ... |
| Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance) 248 pages | Feb 12, 2009 |ISBN: 0470443944 | PDF | 8 Mb An up-to-date look at the evolution of interest rate swaps and derivativesInterest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their ... |
Comments (0)
