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An elementary introduction to stochastic interest rate modeling /

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. Each ch...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Privault, Nicolas
Autor Corporativo: World Scientific (Firm)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, ©2012.
Edición:[2nd ed.].
Colección:Advanced series on statistical science & applied probability ; 16.
Temas:
Acceso en línea:Texto completo