Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /

• Main Author: Bouziane, Markus (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Series: Lecture Notes in Economics and Mathematical Systems, 607
• Subjects: Finance.; Functional analysis.; Economics, Mathematical.; Macroeconomics.; Finance, general.; Functional Analysis.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.
• Physical Description: XXII, 193 p. 24 illus. online resource.
• ISBN: 9783540770664
• ISSN: 0075-8442 ;