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

For any Suggestions or Query, please contact the library staff @ lib@igidr.ac.in or Phone: 022-69096504/69096563