Interest rate dynamics, derivatives pricing, and risk management
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Published: |
Berlin
Springer
1996
|
| Series: | Lecture notes in economics and mathematical systems
435 |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Add Tag Be the first to leave a comment!
Pricing interest-rate derivatives a Fourier-transform based approach