Title Pricing interest-rate derivatives : a Fourier-transform based approach / Markus Bouziane

Published Berlin : Springer, [2008] ©2008

Copies

Location	Call no.	Vol.	Availability
MELB	332.6323015115 Bou/Pir		AVAILABLE

Description xxii, 193 pages : illustrations ; 24 cm Series Lecture notes in economics and mathematical systems, 0075-8442 ; 607 Lecture notes in economics and mathematical systems. 0075-8442 ; 607 Bibliography Includes bibliographical references (pages [187]-193) Subject Derivative securities -- Prices -- Mathematical models. Interest rates -- Mathematical models. LC no. 2008920679 ISBN 9783540770657 softcover alkaline paper 3540770658 softcover alkaline paper

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