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Pricing Interest-Rate Derivatives [electronic resource] : A Fourier-Transform Based Approach / by Markus Bouziane.

By: Contributor(s): Series: Lecture Notes in Economics and Mathematical Systems ; 607Publication details: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008.Description: xxii, 193 p. ; ill., digital ; 24 cmISBN:
  • 9783540770664 (electronic bk.)
Subject(s): DDC classification:
  • 332.6328 22
LOC classification:
  • HG6024.A3 B68 2008
Online resources: In: Springer eBooks
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