Bouziane, Markus.

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

HG6024.A3