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Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing (Third Edition) - Advanced Series on Statistical Science & Applied Probability Privault, Nicolas (Nanyang Technological University, Singapore) 3rd edition
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing (Third Edition) - Advanced Series on Statistical Science & Applied Probability
Privault, Nicolas (Nanyang Technological University, Singapore)
This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations.
372 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | September 28, 2021 |
| ISBN13 | 9789811226601 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 372 |
| Dimensions | 152 × 229 × 22 mm · 666 g |
| Language | English |
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