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

  • Linear

  • MARC

  •  
    HG6024.A3
    B68 2008
     
    828508 (Shelf),BOK
    Bouziane, Markus

         Pricing interest-rate derivatives : a Fourier-transform based approach. - Berlin , 2008.

         xxii, 193 p. : ill. ; 24 cm Lecture notes in economics and mathematical systems, 607.

         ISBN 3540770658
         .-ISBN 9783540770657.
         
         1. Interest rates - Mathematical models 2. Derivative securities - Prices - Mathematical models.I. Title II. Series
         Library : UiTM Shah Alam
    Accn No.Item StatusAdd IdLocationSMDItem Category
    828508ShelfPERPUSTAKAAN SAINS DAN TEKNOLOGI TAR(P4)BOOKRAK TERBUKA (OPEN SHELVES)

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