£74.95

Springer Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach: 607 (Lecture Notes in Economics and Mathematical Systems, 607)

Price data last checked 90 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£75 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 1 days • 1 data points (No recent data available)

Historical
Generating forecast...
Not enough data points to display chart (need at least 2 points)

Price Distribution

Price distribution over 1 days • 1 price levels

Days at Price
1 day 0 0 1 1 1 £75 Days at Price

Price Analysis

Most common price: £75 (1 days, 100.0%)

Price range: £75 - £75

Price levels: 1 different prices over 1 days

Description

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.

Product Specifications

Format
Paperback
Domain
Amazon UK
Release Date
21 February 2008
Listed Since
12 November 2007

Barcode

No barcode data available

Similar Products You Might Like

Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)
96% match

Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)

Springer

£48.55 19 Apr 2026
Term-Structure Models: A Graduate Course (Springer Finance)
96% match

Term-Structure Models: A Graduate Course (Springer Finance)

Springer

£39.72 08 Feb 2026
Term-Structure Models: A Graduate Course (Springer Finance)
96% match

Term-Structure Models: A Graduate Course (Springer Finance)

Springer

£64.60 12 Jan 2026
Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
95% match

Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

Springer

£54.81 07 Jan 2026
Modelling Interest Rates: Advances in Derivatives Pricing
95% match

Modelling Interest Rates: Advances in Derivatives Pricing

Risk Books

£85.00 10 Mar 2026
Interest Rate Modeling. Volume 3: Products and Risk Management
95% match

Interest Rate Modeling. Volume 3: Products and Risk Management

Atlantic Financial Press

£69.00 12 Jan 2026
Interest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)
95% match

Interest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

£72.97 13 Jan 2026
Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB
95% match

Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB

Wiley

£92.85 23 Feb 2026
Pricing and Hedging Interest and Credit Risk Sensitive Instruments
95% match

Pricing and Hedging Interest and Credit Risk Sensitive Instruments

Butterworth-Heinemann

£42.99 07 Mar 2026
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
95% match

Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

Atlantic Financial Press

£69.00 23 Jan 2026
Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (third Edition): 3rd Edition: 1 (Advanced Series On Statistical Science And Applied Probability)
95% match

Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (third Edition): 3rd Edition: 1 (Advanced Series On Statistical Science And Applied Probability)

World Scientific Publishing Company

£83.17 13 Jan 2026
SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance)
95% match

SABR and SABR LIBOR Market Models in Practice: With Examples Implemented in Python (Applied Quantitative Finance)

MACMILLAN

£60.00 07 Feb 2026
The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches
95% match

The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches

World Scientific Publishing Company

£57.00 28 Jan 2026
Interest Rate Swaps and Their Derivatives: A Practitioner's Guide: 510 (Wiley Finance)
95% match

Interest Rate Swaps and Their Derivatives: A Practitioner's Guide: 510 (Wiley Finance)

Wiley

£46.99 25 Jan 2026
Interest Rate Markets: A Practical Approach to Fixed Income: 501 (Wiley Trading)
95% match

Interest Rate Markets: A Practical Approach to Fixed Income: 501 (Wiley Trading)

Wiley

£47.26 26 Feb 2026
Interest Rate Swaps and Other (Columbia Business School Publishing)
95% match

Interest Rate Swaps and Other (Columbia Business School Publishing)

Columbia University Press

£41.66 06 Feb 2026
Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective (Springer Finance)
95% match

Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective (Springer Finance)

£91.99 23 Jan 2026
Economic Fundamentals Of Financial Markets
95% match

Economic Fundamentals Of Financial Markets

World Scientific Publishing Company

£70.38 28 Feb 2026
Robust Libor Modelling and Pricing of Derivative Products (Chapman and Hall/CRC Financial Mathematics Series)
95% match

Robust Libor Modelling and Pricing of Derivative Products (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£135.00 09 Jan 2026
Modern Pricing of Interest–Rate Derivatives – The LIBOR Market Model and Beyond
95% match

Modern Pricing of Interest–Rate Derivatives – The LIBOR Market Model and Beyond

Princeton University Press

£77.83 05 Mar 2026
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)
95% match

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

MACMILLAN

£48.54 23 Jan 2026
Managing Interest Rate Risk: Using Financial Derivatives (Institute of Internal Auditors Risk Management Series)
95% match

Managing Interest Rate Risk: Using Financial Derivatives (Institute of Internal Auditors Risk Management Series)

Wiley

£58.54 12 Feb 2026
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)
94% match

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

MACMILLAN

£60.00 12 Dec 2025
Modeling Fixed-Income Securities and Interest Rate Options: Second Edition
94% match

Modeling Fixed-Income Securities and Interest Rate Options: Second Edition

Stanford University Press

£58.13 14 Apr 2026