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978-3-540-77066-4 |
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100301s2008 gw | s |||| 0|eng d |
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|a 9783540770664
|9 978-3-540-77066-4
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|a Bouziane, Markus.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a Pricing Interest-Rate Derivatives
|h [electronic resource] :
|b A Fourier-Transform Based Approach /
|c by Markus Bouziane.
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|a 1st ed. 2008.
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2008.
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|a XXII, 193 p. 24 illus.
|b online resource.
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|a text
|b txt
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|a computer
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|a online resource
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|a text file
|b PDF
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|a Lecture Notes in Economics and Mathematical Systems,
|x 2196-9957 ;
|v 607
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|a A General Multi-Factor Model of the Term Structure of Interest Rates and the Principles of Characteristic Functions -- Theoretical Prices of European Interest-Rate Derivatives -- Three Fourier Transform-Based Pricing Approaches -- Payoff Transformations and the Pricing of European Interest-Rate Derivatives -- Numerical Computation of Model Prices -- Jump Specifications for Affine Term-Structure Models -- Jump-Enhanced One-Factor Interest-Rate Models -- Jump-Enhanced Two-Factor Interest-Rate Models -- Non-Affine Term-Structure Models and Short-Rate Models with Stochastic Jump Intensity -- Conclusion.
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|a Finance.
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|a Functional analysis.
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|a Social sciences
|x Mathematics.
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|a Macroeconomics.
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|a Financial Economics.
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|a Functional Analysis.
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|a Mathematics in Business, Economics and Finance.
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| 650 |
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|a Macroeconomics and Monetary Economics.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer Nature eBook
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|i Printed edition:
|z 9783540846390
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|i Printed edition:
|z 9783540770657
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|a Lecture Notes in Economics and Mathematical Systems,
|x 2196-9957 ;
|v 607
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| 856 |
4 |
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|u https://doi.uam.elogim.com/10.1007/978-3-540-77066-4
|z Texto Completo
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|a ZDB-2-SBE
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|a ZDB-2-SXEF
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|a Business and Economics (SpringerNature-11643)
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| 950 |
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|a Economics and Finance (R0) (SpringerNature-43720)
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