Pricing interest-rate derivatives a Fourier-transform based approach
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| Main Author: | |
|---|---|
| Format: | Book |
| Published: |
Berlin
Springer
2008
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| Series: | Lecture notes in economics and mathematical systems,
607 |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Interest rate dynamics, derivatives pricing, and risk management
