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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MARC


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020	#	#	\|a 3540770658
020	#	#	\|a 9783540770657
040	#	#	\|a YDXCP \|d ITMB
090	0	0	\|a HG6024.A3 \|b B68 2008
100	1	#	\|a Bouziane, Markus
245	0	0	\|a Pricing interest-rate derivatives \|b a Fourier-transform based approach \|c Markus Bouziane
260	#	#	\|a Berlin \|b Springer \|c 2008
300	#	#	\|a xxii, 193 p. \|b ill. \|c 24 cm
490	1	#	\|a Lecture notes in economics and mathematical systems, \|v 607 \|x 0075-8442
504	#	#	\|a Includes bibliographical references (p. [187]-193) and index
650	#	0	\|a Interest rates \|x Mathematical models
650	#	0	\|a Derivative securities \|x Prices \|x Mathematical models
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=386200
964	#	#	\|c BOK \|d 01