Pricing interest-rate derivatives : a Fourier-transform based approach /

Bibliographic Details
Main Author:	Bouziane, Markus
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin : Springer, [2008]
Series:	Lecture notes in economics and mathematical systems. 607.
Subjects:	Derivative securities > Prices > Mathematical models. Interest rates > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

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