Hochschulschrift
Pricing interest rate derivatives : a fourier transform based approach
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISBN
-
9783540770657
- Dimensions
-
24 cm
- Extent
-
XXII, 193 S.
- Language
-
Englisch
- Notes
-
graph. Darst.
Zugl.: Tübingen, Univ., Diss., 2007 u.d.T.: Bouziane, Markus: Pricing interest rate derivatives with fourier transform techniques
- Bibliographic citation
-
Lecture notes in economics and mathematical systems ; Vol. 607
- Keyword
-
Zins
Derivat
Preisbildung
Fourier-Transformation
Derivat
Bewertung
Zinsstrukturtheorie
Fourier-Transformation
- Event
-
Veröffentlichung
- (where)
-
Berlin, Heidelberg
- (who)
-
Springer
- (when)
-
2008
- Creator
-
Bouziane, Markus
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:04 PM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Bouziane, Markus
- Springer
Time of origin
- 2008
Other Objects (12)
Pricing interest rate derivatives under volatility uncertainty
Pricing Interest Rate Derivatives under Volatility Uncertainty
Pricing interest rate derivatives under volatility uncertainty
Interest rate dynamics, derivatives pricing, and risk management
Fourier-transform rheology
Actuarial transform pricing
The Fourier-Bessel transform
Fourier transform noise spectroscopy
Interest rate factor models : term structure dynamics and derivatives pricing
Distribution theory : convolution, Fourier transform, and Laplace transform
Phase-controlled Fourier-transform spectroscopy
Fourier transform temporal diffusion spectroscopy
Pricing interest rate derivatives under volatility uncertainty
Pricing Interest Rate Derivatives under Volatility Uncertainty
Pricing interest rate derivatives under volatility uncertainty
Interest rate dynamics, derivatives pricing, and risk management
Fourier-transform rheology
Actuarial transform pricing
The Fourier-Bessel transform
Fourier transform noise spectroscopy
Interest rate factor models : term structure dynamics and derivatives pricing
Distribution theory : convolution, Fourier transform, and Laplace transform
Phase-controlled Fourier-transform spectroscopy
Fourier transform temporal diffusion spectroscopy
Pricing interest rate derivatives under volatility uncertainty
Pricing Interest Rate Derivatives under Volatility Uncertainty
Pricing interest rate derivatives under volatility uncertainty
Interest rate dynamics, derivatives pricing, and risk management
Fourier-transform rheology
Actuarial transform pricing
The Fourier-Bessel transform
Fourier transform noise spectroscopy
Interest rate factor models : term structure dynamics and derivatives pricing
Distribution theory : convolution, Fourier transform, and Laplace transform
Phase-controlled Fourier-transform spectroscopy