Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach / [electronic resource] :
by Markus Bouziane.
- 1a ed.
- Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008.
- v.: digital
- Lecture Notes in Economics and Mathematical Systems, 607 0075-8442 ; .
9783540770664
Derivados financieros--Precios--Modelos matemáticos Tasas de interés --Modelos matemáticos