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Markus Bouziane
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Markus Bouziane – Pricing Interest-Rate Derivatives
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.ReviewFrom the reviews:“The book is based on author’s Ph.D. Thesis entitled...
By
Chr...
on Dec 10, 2018
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