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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Privault, Nicolas
Corporate Author: World Scientific (Firm)
Format: Electronic eBook
Language:Inglés
Published: Singapore : World Scientific, ©2012.
Edition:[2nd ed.].
Series:Advanced series on statistical science & applied probability ; 16.
Subjects:
Online Access:Texto completo
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by Privault, Nicolas
Published 2012
Texto completo
Electronic eBook