Pricing interest-rate derivatives : a fourier-transform based approach
Markus Bouziane
| Alternative title: | Pricing interest-rate derivatives with Fourier transform techniques |
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| Year of publication: |
2008
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| Authors: | Bouziane, Markus |
| Publisher: |
Berlin : Springer |
| Subject: | jump-diffusion | Zinsderivat | Interest rate derivative | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Analysis | Mathematical analysis | Theorie | Theory | Zins | Derivat <Wertpapier> | Preisbildung | Fourier-Transformation | Finanzmathematik |
| Description of contents: | Table of Contents [gbv.de] ; Description [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XXII, 193 S. graph. Darst. |
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| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 607 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Tübingen, Univ., Diss., 2007 u.d.T.: Pricing interest-rate derivatives with Fourier transform techniques |
| ISBN: | 3-540-77065-8 ; 978-3-540-77065-7 ; 978-3-540-77066-4 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Programmiermethodik ; Harmonische Analyse ; Numerische Mathematik ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003571605