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] |
Online-Ausg.:
Bouziane, Markus. Pricing Interest-Rate Derivatives. - Berlin : Springer, 2008. - Online-Ressource (XXII, 193 p., 24 illus, digital)
Persistent link: https://www.econbiz.de/10003571605