Pricing interest-rate derivatives : a fourier-transform based approach

Markus Bouziane

Alternative title:	Pricing interest-rate derivatives with Fourier transform techniques
Year of publication:	2008
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]

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