An elementary introduction to stochastic interest rate modeling

Author(s)

• Privault, Nicolas

Bibliographic Information

An elementary introduction to stochastic interest rate modeling

Nicolas Privault

（Advanced series on statistical science & applied probability, v. 16）

World Scientific, c2012

2nd ed

• : hbk

Note

Includes bibliographical references and index

Details

• NCID: BB09859826
• ISBN:
  • 9789814390859
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Jersey
• Pages/Volumes: xiii, 228 p.
• Size: 24 cm
• Classification:
  • DC23 : 332.63230151922
• Subject Headings:
  • LCSH : Interest rate futures -- Mathematical models
  • LCSH : Stochastic models
• Parent Bibliography ID:
  • BA33310299