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Pricing Interest-Rate Derivatives [electronic resource] : A Fourier-Transform Based Approach / by Markus Bouziane.

By: Bouziane, Markus.
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Lecture Notes in Economics and Mathematical Systems, 607.Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008Description: digital.ISBN: 9783540770664.Subject(s): Economics | Finance | Banks and banking | Economics/Management Science | Finance /Banking | Quantitative Finance | Financial EconomicsDDC classification: 657.8333 | 658.152 Online resources: Click here to access online In: Springer eBooks
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