An elementary introduction to stochastic interest rate modeling

著者

• Privault, Nicolas

書誌事項

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

注記

Includes bibliographical references and index

• NII書誌ID(NCID): BB09859826
• ISBN:
  • 9789814390859
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New Jersey
• ページ数/冊数: xiii, 228 p.
• 大きさ: 24 cm
• 分類:
  • DC23 : 332.63230151922
• 件名:
  • LCSH : Interest rate futures -- Mathematical models
  • LCSH : Stochastic models
• 親書誌ID:
  • BA33310299