书目名称 | Pricing Interest-Rate Derivatives |
副标题 | A Fourier-Transform |
编辑 | Markus Bouziane |
视频video | http://file.papertrans.cn/756/755104/755104.mp4 |
丛书名称 | Lecture Notes in Economics and Mathematical Systems |
图书封面 |  |
出版日期 | Book 2008 |
关键词 | Fourier transform; Fourier-based Pricing Methods; Interest-Rate Derivatives; Jump-Diffusions; Option Pri |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-540-77066-4 |
isbn_softcover | 978-3-540-77065-7 |
isbn_ebook | 978-3-540-77066-4Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
issn_series | 0075-8442 |
copyright | Springer-Verlag Berlin Heidelberg 2008 |