Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
|
| Series: | Lecture Notes in Economics and Mathematical Systems,
607 |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-3-540-77066-4 |
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| 100 | 1 | |a Bouziane, Markus. | |
| 245 | 1 | 0 | |a Pricing Interest-Rate Derivatives |h [electronic resource] : |b A Fourier-Transform Based Approach / |c by Markus Bouziane. |
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg, |c 2008. | ||
| 300 | |b digital. | ||
| 490 | 0 | |a Lecture Notes in Economics and Mathematical Systems, |x 0075-8442 ; |v 607 | |
| 650 | 0 | |a Economics. | |
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Banks and banking. | |
| 650 | 1 | 4 | |a Economics/Management Science. |
| 650 | 2 | 4 | |a Finance /Banking. |
| 650 | 2 | 4 | |a Quantitative Finance. |
| 650 | 2 | 4 | |a Financial Economics. |
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| 776 | 0 | 8 | |i Printed edition: |z 9783540770657 |
| 830 | 0 | |a Lecture Notes in Economics and Mathematical Systems, |x 0075-8442 ; |v 607 | |
| 856 | 4 | 0 | |u http://dx.doi.org/10.1007/978-3-540-77066-4 |
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