Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
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| Main Author: | |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
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| 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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| Physical Description: | digital. |
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| ISBN: | 9783540770664 |
| ISSN: | 0075-8442 ; |
| DOI: | 10.1007/978-3-540-77066-4 |