PDE valuation of interest rate derivatives
Subtitle: from theory to implementation
By: Peter Kohl-Landgraf
Edition: 1st ed. with 24 illustrations.
Publisher: Books on Demand GmbH
Published: 2007
Place of publication: Norderstedt
Language: eng
Number of pages: 186
ISBN-13: 9783833495373
Subjects: Prix; Modèles mathématiques; Instruments dérivés (Finances)
Notes: "The content of this book is based on the author's diploma thesis, submitted to the Faculty of Mathematics and Physics of the University of Bayreuth, Germany in January 2007."--verso de la p. de t.