ばいちょ(売価調査)、価格比較とネットでのお買い物を楽に

内容説明 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.