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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
Description
Item Description:Electronic resource.
Physical Description:xxii, 193 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [187]-193).
ISBN:3540770666
9783540770664
ISSN:0075-8442 ;
DOI:10.1007/978-3-540-77066-4