An elementary introduction to stochastic interest rate modeling
by
 
Privault, Nicolas.

Title
: 
An elementary introduction to stochastic interest rate modeling

Author
: 
Privault, Nicolas.

ISBN
: 
9789814390859

Edition
: 
2nd ed.

Publication Information
: 
Singapore : World Scientific, 2012.

Physical Description
: 
228 p.

Series
: 
Advanced series on statistical science and applied probability ; 16
 
Advanced series on statistical science & applied probability; 16.

General Note
: 
Previous ed.: 2008.

Subject Term
: 
Interest rate futures -- Mathematical models.
 
Stochastic models.

Added Author
: 
Privault, Nicolas.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025579646332.6457 P961E 20121