Pricing interest-rate derivatives a Fourier-transform based approach

Pricing interest-rate derivatives a Fourier-transform based approach

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Bibliographic Details
Main Author: Bouziane, Markus
Format: Book
Published: Berlin Springer 2008
Series:Lecture notes in economics and mathematical systems, 607
Subjects:
Interest rates > Mathematical models
Derivative securities > Prices > Mathematical models
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:xxii, 193 p. ill. 24 cm
Bibliography:Includes bibliographical references (p. [187]-193) and index
ISBN:3540770658
9783540770657
ISSN:0075-8442

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