Cover Image

QR Code

Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /

Saved in:

Bibliographic Details
Main Author:	Bouziane, Markus
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
Series:	Lecture Notes in Economics and Mathematical Systems, 607
Subjects:	Economics. Finance. Banks and banking. Economics/Management Science. Finance /Banking. Quantitative Finance. Financial Economics.
Online Access:	http://dx.doi.org/10.1007/978-3-540-77066-4
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Pricing of Derivatives on Mean-Reverting Assets
by: Lutz, Bjrn
Published: (2010)

Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
by: Repplinger, Detlef
Published: (2008)

Strategic Trading in Illiquid Markets
by: Mnch, Burkart
Published: (2005)

Risk Management in Credit Portfolios Concentration Risk and Basel II /
by: Hibbeln, Martin
Published: (2010)

Market-Conform Valuation of Options
by: Herwig, Tobias
Published: (2006)

A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
by: Genser, Michael
Published: (2006)

The Market Approach to Comparable Company Valuation
by: Meitner, Matthias
Published: (2006)

Pricing and Risk Management of Synthetic CDOs
by: Schlsser, Anna
Published: (2011)

Risk Assessment Decisions in Banking and Finance /
by: Bol, Georg
Published: (2008)

Private Equity Exits Divestment Process Management for Leveraged Buyouts /
by: Povaly, Stefan
Published: (2007)

Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
by: Khn, Jochen
Published: (2006)

Risk Management Challenge and Opportunity /
by: Frenkel, Michael
Published: (2005)

Handbook of Quantitative Finance and Risk Management
by: Lee, Cheng-Few
Published: (2010)

The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
by: Engelmann, Bernd
Published: (2006)

Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
by: Kontoghiorghes, Erricos J.
Published: (2008)

Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings /
by: Andritzky, Jochen
Published: (2006)

Portfolios of Real Options
by: Brosch, Rainer
Published: (2008)

Option Pricing in Fractional Brownian Markets
by: Rostek, Stefan
Published: (2009)

Real Estate Investment A Value Based Approach /
by: Goddard, G Jason
Published: (2012)

Strategy and Organization of Corporate Banking
by: Laurentis, Giacomo
Published: (2005)

Volatility Risk and Uncertainty in Financial Markets /
by: Schwartz, Robert A.
Published: (2011)

Modern Actuarial Risk Theory Using R /
by: Kaas, Rob
Published: (2008)

Empirical Techniques in Finance
by: Bhar, Ramaprasad
Published: (2005)

Financial Derivatives Modeling
by: Ekstrand, Christian
Published: (2011)

Valuation of Network Effects in Software Markets A Complex Networks Approach /
by: Kemper, Andreas
Published: (2010)

Hidden Collective Factors in Speculative Trading A Study in Analytical Economics /
by: Roehner, Bertrand M.
Published: (2009)

Complex Systems in Finance and Econometrics
by: Meyers, Robert A.
Published: (2011)

Dynamic Asset Allocation with Forwards and Futures
by: Lioui, Abraham
Published: (2005)

Microfinance Investment Funds Leveraging Private Capital for Economic Growth and Poverty Reduction /
by: Matthus-Maier, Ingrid
Published: (2006)

Bond Portfolio Optimization
by: Puhle, Michael
Published: (2008)

Selected Essays in Empirical Asset Pricing Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level /
by: Funke, Christian
Published: (2008)

Technology and Regulation How Are They Driving Our Markets? /
by: Schwartz, Robert A.
Published: (2009)

Portfolio Management with Heuristic Optimization
by: Maringer, Dietmar
Published: (2005)

Optimisation, Econometric and Financial Analysis
by: Kontoghiorghes, Erricos John
Published: (2007)

Handbook of Portfolio Construction
by: Guerard, John B.
Published: (2010)

The Microstructure of European Bond Markets Organization, Price Formation, and Cost of Liquidity /
by: Flgel, Volker
Published: (2006)

Indian Life and Health Insurance Industry A Marketing Approach /
by: Dewan, Novi
Published: (2008)

Investment Decisions on Illiquid Assets A Search Theoretical Approach to Real Estate Liquidity /
by: Morawski, Jarosław
Published: (2009)

Volume Based Portfolio Strategies Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks /
by: Brndle, Alexander
Published: (2010)

EU Accession Financial Sector Opportunities and Challenges for Southeast Europe
by: Matthus-Maier, Ingrid
Published: (2005)