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Pricing interest-rate derivatives :a...

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Bouziane, Markus.

Pricing interest-rate derivatives :a fourier-transform based approach /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Pricing interest-rate derivatives :Markus Bouziane.
Reminder of title:	a fourier-transform based approach /
Author:	Bouziane, Markus.
Published:	Berlin :Springer,c2008.
Description:	xxii, 193 p. :ill. ;24 cm.
Series:	Lecture notes in economics and mathematical systems,
Subject:	Interest ratesMathematical models.
ISBN:	9783540770657 (pbk.) :

Pricing interest-rate derivatives :a fourier-transform based approach /
Bouziane, Markus.

Pricing interest-rate derivatives :a fourier-transform based approach /Markus Bouziane. - Berlin :Springer,c2008. - xxii, 193 p. :ill. ;24 cm. - Lecture notes in economics and mathematical systems,6070075-8442 ;.

Includes bibliographical references.

ISBN: 9783540770657 (pbk.) :NT2749Subjects--Topical Terms:

182968
Interest rates
--Mathematical models.

LC Class. No.: HG6024.A3 / B782 2008

Pricing interest-rate derivatives :a fourier-transform based approach /
LDR:00573nam 2200157 a 450 001 188506
005 19980807152107.0
008 090528s2008 gw a 000 0 eng d
020 $a 9783540770657 (pbk.) : $c NT2749
035 $a 00340894
040 $a UK $b eng $c UK
050 4 $a HG6024.A3 $b B782 2008
100 $a Bouziane, Markus. $3 276951
245 1 0 $a Pricing interest-rate derivatives : $b a fourier-transform based approach / $c Markus Bouziane.
260 $a Berlin : $c c2008. $b Springer,
300 $a xxii, 193 p. : $b ill. ; $c 24 cm.
440 0 $a Lecture notes in economics and mathematical systems, $v 607 $x 0075-8442 ;
504 $a Includes bibliographical references.
650 $a Interest rates $x Mathematical models. $3 182968
650 $a Derivative securities $x Prices $x Mathematical models. $3 283343

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HG6024.A3 B782 2008

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