Pricing interest-rate derivatives: A Fourier-transform based
Bouziane, Markus
Pricing interest-rate derivatives: A Fourier-transform based - Heidelberg Springer-Verlag 2008 - xxii; 193p;pbk - Lecture notes in economics and mathematical systems .
9783540770657
Interest rates-Mathematical models
Derivative securities-Prices-Mathematical models
Financial economics
Economics
332.645/BOU
Pricing interest-rate derivatives: A Fourier-transform based - Heidelberg Springer-Verlag 2008 - xxii; 193p;pbk - Lecture notes in economics and mathematical systems .
9783540770657
Interest rates-Mathematical models
Derivative securities-Prices-Mathematical models
Financial economics
Economics
332.645/BOU