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Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition) - Advanced Series on Statistical Science and Applied Probability Privault, Nicolas (NTU, Singapore) 2 Revised edition
Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition) - Advanced Series on Statistical Science and Applied Probability
Privault, Nicolas (NTU, Singapore)
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 | July 3, 2012 |
| ISBN13 | 9789814390859 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 244 |
| Dimensions | 157 × 230 × 23 mm · 572 g |