Recomienda este artículo a tus amigos:
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach - Lecture Notes in Economics and Mathematical Systems Markus Bouziane 2008 edition
Precio
$ 122,99
sin IVA
Pedido desde almacén remoto
Entrega prevista 8 - 27 de jul.
Nuestros clientes opinan:
Añadir a tu lista de deseos de iMusic
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach - Lecture Notes in Economics and Mathematical Systems
Markus Bouziane
The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally applicable to exponential-affine jump-diffusion models.
193 pages, 24 black & white illustrations, 15 black & white tables, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 21 de febrero de 2008 |
| ISBN13 | 9783540770657 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 193 |
| Dimensiones | 155 × 235 × 11 mm · 312 g |
| Lengua | Inglés |
![Cover for Stefan Baune · Handbuch Krankenhausrecht (Hardcover Book) [1. Aufl. 2023 edition] (2027)](https://imusic.b-cdn.net/images/item/original/920/9783642118920.jpg?stefan-baune-2027-handbuch-krankenhausrecht-hardcover-book&class=scaled&v=1408475544)
![Cover for Handbuch der kommunalen Wissenschaft und Praxis: Band 3: Kommunale (Fach-)Aufgaben und Instrumente der Aufgabenerfullung (Hardcover Book) [3. Auflage 2026 edition] (2027)](https://imusic-static.b-cdn.net/images/missing-tall.png)
![Cover for Yuling Xie · Ore Genesis and Deposit Model: The Mianning-Dechang REE Belt in Western Sichuan Province, China - Springer Geology (Hardcover Book) [2024 edition] (2027)](https://imusic.b-cdn.net/images/item/original/828/9783662539828.jpg?yuling-xie-2027-ore-genesis-and-deposit-model-the-mianning-dechang-ree-belt-in-western-sichuan-province-china-springer-geology-hardcover-book&class=scaled&v=1503410043)
![Cover for Junrui Liang · Piezoelectric Energy Harvesting Systems: Integrated Analysis and Implementation - Green Energy and Technology (Hardcover Book) [1st ed. 2017 edition] (2027)](https://imusic.b-cdn.net/images/item/original/025/9783662536025.jpg?junrui-liang-2027-piezoelectric-energy-harvesting-systems-integrated-analysis-and-implementation-green-energy-and-technology-hardcover-book&class=scaled&v=1514457757)
![Cover for Uwe Gotze · Kostenrechnung und Kostenmanagement (Paperback Book) [6., aktualisierte Auflage 2025 edition] (2027)](https://imusic.b-cdn.net/images/item/original/388/9783642332388.jpg?uwe-gotze-2027-kostenrechnung-und-kostenmanagement-paperback-book&class=scaled&v=1488023188)
![Cover for Ralf Brinktrine · Fallsammlung zum Staatsrecht - Juristische ExamensKlausuren (Paperback Book) [2. Auflage 2025 edition] (2027)](https://imusic.b-cdn.net/images/item/original/614/9783540890614.jpg?ralf-brinktrine-2027-fallsammlung-zum-staatsrecht-juristische-examensklausuren-paperback-book&class=scaled&v=1608708315)
![Cover for Rudolf Streinz · Verfassungsrecht III: Die Einbindung der Bundesrepublik Deutschland in die Volkerrechtsgemeinschaft und in die Europaische Union - Springer-Lehrbuch (Paperback Book) [1. Aufl. 2023 edition] (2027)](https://imusic.b-cdn.net/images/item/original/579/9783540010579.jpg?rudolf-streinz-2027-verfassungsrecht-iii-die-einbindung-der-bundesrepublik-deutschland-in-die-volkerrechtsgemeinschaft-und-in-die-europaische-union-springer-lehrbuch-paperback-book&class=scaled&v=1505073788)
![Cover for Ines Hartel · Einfuhrung in das Klimaschutzrecht: Klimaschutz durch wohlgeordnetes Recht? (Paperback Book) [1. Aufl. 2025 edition] (2027)](https://imusic.b-cdn.net/images/item/original/461/9783540887461.jpg?ines-hartel-2027-einfuhrung-in-das-klimaschutzrecht-klimaschutz-durch-wohlgeordnetes-recht-paperback-book&class=scaled&v=1569154171)
![Cover for Georg Kupper · Nebenstrafrecht - Springer-Lehrbuch (Paperback Book) [1. Aufl. 2022 edition] (2027)](https://imusic.b-cdn.net/images/item/original/652/9783540890652.jpg?georg-kupper-2027-nebenstrafrecht-springer-lehrbuch-paperback-book&class=scaled&v=1487269550)
![Cover for Multiple Sklerose: Klinik – Therapie – Patientenfuhrung (Hardcover Book) [1. Aufl. 2022 edition] (2027)](https://imusic.b-cdn.net/images/item/original/558/9783642229558.jpg?2027-multiple-sklerose-klinik-therapie-patientenfuhrung-hardcover-book&class=scaled&v=1510654586)
![Cover for Handbuch Unternehmensorganisation: Strategien, Planung, Umsetzung (Book) [4. Auflage 2027 edition] (2027)](https://imusic.b-cdn.net/images/item/original/290/9783642420290.jpg?2027-handbuch-unternehmensorganisation-strategien-planung-umsetzung-book&class=scaled&v=1779860172)
![Cover for Jean Paul · Jean Pauls Samtliche Werke. Historisch-kritische Ausgabe: Zweite Abteilung. Band 10.3: Satiren und Ironien. Kommentar (Hardcover Book) [1. Aufl. 2025 edition] (2026)](https://imusic.b-cdn.net/images/item/original/229/9783740012229.jpg?jean-paul-2026-jean-pauls-samtliche-werke-historisch-kritische-ausgabe-zweite-abteilung-band-10-3-satiren-und-ironien-kommentar-hardcover-book&class=scaled&v=1606304271)
![Cover for Lorenz Oken – Gesammelte Werke: Band 3: Schriften zur Naturforschung und Politik (Hardcover Book) [1. Aufl. 2022 edition] (2026)](https://imusic.b-cdn.net/images/item/original/243/9783740012243.jpg?2026-lorenz-oken-gesammelte-werke-band-3-schriften-zur-naturforschung-und-politik-hardcover-book&class=scaled&v=1509376341)
![Cover for Georg Glaeser · A Mathematical Picture Book (Hardcover Book) [1st ed. 2024 edition] (2026)](https://imusic.b-cdn.net/images/item/original/473/9783642146473.jpg?georg-glaeser-2026-a-mathematical-picture-book-hardcover-book&class=scaled&v=1592396260)
![Cover for Kyrill-Alexander Schwarz · Praxishandbuch Landesstaatsorganisationsrecht (Hardcover Book) [1. Aufl. 2025 edition] (2026)](https://imusic.b-cdn.net/images/item/original/355/9783642253355.jpg?kyrill-alexander-schwarz-2026-praxishandbuch-landesstaatsorganisationsrecht-hardcover-book&class=scaled&v=1408485129)
![Cover for Karlheinz Schuffler · Musical Scales and their Mathematics - Mathematics Study Resources (Paperback Book) [2024 edition] (2026)](https://imusic.b-cdn.net/images/item/original/401/9783662695401.jpg?karlheinz-schuffler-2026-musical-scales-and-their-mathematics-mathematics-study-resources-paperback-book&class=scaled&v=1735177753)
![Cover for Klaus-Dieter Gronwald · Integrated Business Information Systems: Linked Business Process Chain ERP, SCM, CRM, BI, Big Data, and How Artificial Intelligence Influences Them (Hardcover Book) [Third Edition 2026 edition] (2026)](https://imusic.b-cdn.net/images/item/original/275/9783662735275.jpg?klaus-dieter-gronwald-2026-integrated-business-information-systems-linked-business-process-chain-erp-scm-crm-bi-big-data-and-how-artificial-intelligence-influences-them-hardcover-book&class=scaled&v=1780405846)
