Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach

Bouziane, Markus. (author.). SpringerLink (Online service) (Added Author).

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• ISBN: 9783540770664
• Physical Description: electronic
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  XXII, 193 p., 24 illus. online resource.
• Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.

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• Lecture Notes in Economics and Mathematical Systems, 607