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Pricing Interest-Rate DerivativesA F...

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Bouziane, Markus.

Pricing Interest-Rate DerivativesA Fourier-Transform Based Approach /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Pricing Interest-Rate Derivativesby Markus Bouziane.
其他題名:	A Fourier-Transform Based Approach /
作者:	Bouziane, Markus.
出版者:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2008.
面頁冊數:	xxii, 193 p. ;ill., digital ;24 cm.
叢書名:	Lecture Notes in Economics and Mathematical Systems,
Contained By:	Springer eBooks
標題:	Interest ratesMathematical models.
電子資源:	http://dx.doi.org/10.1007/978-3-540-77066-4
ISBN:	9783540770657 (paper)

Pricing Interest-Rate DerivativesA Fourier-Transform Based Approach /
Bouziane, Markus.

Pricing Interest-Rate DerivativesA Fourier-Transform Based Approach /[electronic resource] :by Markus Bouziane. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2008. - xxii, 193 p. ;ill., digital ;24 cm. - Lecture Notes in Economics and Mathematical Systems,6070075-8442 ;.

ISBN: 9783540770657 (paper)Subjects--Topical Terms:

182968
Interest rates
--Mathematical models.

LC Class. No.: HG6024.A3 / B68 2008

Dewey Class. No.: 332.6328

Pricing Interest-Rate DerivativesA Fourier-Transform Based Approach /
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