- Full title:
- Pricing interest-rate derivatives : a Fourier-transform based approach / Markus Bouziane
- Publisher:
- Berlin ; Heidelberg : Springer
- Publication Year:
- cop. 2008
- Publication series:
- Lecture Notes in Economics and Mathematical Systems, 0075-8442 ; 607
- Subject:
- Instrumenty pochodne (finanse) - modele matematyczne.
Book