Bouziane, Markus Pricing interest-rate derivatives: A Fourier-transform based - Heidelberg Springer-Verlag 2008 - xxii; 193p;pbk - Lecture notes in economics and mathematical systems . ISBN: 9783540770657 Subjects--Topical Terms: Interest rates-Mathematical modelsDerivative securities-Prices-Mathematical modelsFinancial economicsEconomics Dewey Class. No.: 332.645/BOU