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An Elementary Introduction to Stochastic Interest Rate Modeling - Advanced Series on Statistical Science & Applied Probability Nicolas Privault 2nd edition
An Elementary Introduction to Stochastic Interest Rate Modeling - Advanced Series on Statistical Science & Applied Probability
Nicolas Privault
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations.
244 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 14, 2012 |
| ISBN13 | 9789814390859 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 244 |
| Dimensions | 157 × 230 × 23 mm · 521 g |