文档介绍：Lecture Notes in Economics
and Mathematical Systems 607
Founding Editors:
M. Beckmann
. Künzi
Managing Editors:
Prof. Dr. G. Fandel
Fachbereich Wirtschaftswissenschaften
Fernuniversität Hagen
Feithstr. 140/AVZ II, 58084 Hagen, Germany
Prof. Dr. W. Trockel
Institut für Mathematische Wirtschaftsforschung (IMW)
Universität Bielefeld
Universitätsstr. 25, 33615 Bielefeld, Germany
Editorial Board:
A. Basile, A. Drexl, H. Dawid, K. Inderfurth, W. Kürsten
Markus Bouziane
PricingInterest-Rate
Derivatives
A Fourier-Transform Based Approach
123
Dr. Markus Bouziane
Landesbank Baden-Württemberg
Am Hauptbahnhof 2
70173 Stuttgart
Germany
markus.******@
ISBN 978-3-540-77065-7 e-ISBN 978-3-540-77066-4
DOI -3-540-77066-4
Lecture Notes in Economics and Mathematical Systems ISSN 0075-8442
Library of Congress Control Number: 2008920679
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Contents
List of Abbreviations and Symbols ............................