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...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Privault, Nicolas |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hackensack, N.J. :
World Scientific,
2012.
|
Edición: | 2nd ed. |
Colección: | Advanced series on statistical science & applied probability ;
v. 16. |
Temas: | |
Acceso en línea: | Texto completo |
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