Bouziane, Markus.

Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach / [electronic resource] : by Markus Bouziane. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008. - xxii, 193 p. ; ill., digital ; 24 cm. - Lecture Notes in Economics and Mathematical Systems, 607 0075-8442 ; .

9783540770664 (electronic bk.)


Interest rates--Mathematical models.
Derivative securities--Prices--Mathematical models.
Economics/Management Science.
Finance /Banking.
Financial Economics.
Quantitative Finance.

HG6024.A3 / B68 2008

332.6328