An elementary introduction to stochastic interest rate modeling.
Privault, Nicolas. ,
An elementary introduction to stochastic interest rate modeling. - 2nd ed. - xiii, 228 pages : illustrations ; 23 cm. - Advanced series on statistical science & applied probability ; v. 16. .
Previous edition: 2008..
9789814390859 9814390852
Interest rate futures --Mathematical models.
Stochastic models.
HG6024.5 / .P74 2012
An elementary introduction to stochastic interest rate modeling. - 2nd ed. - xiii, 228 pages : illustrations ; 23 cm. - Advanced series on statistical science & applied probability ; v. 16. .
Previous edition: 2008..
9789814390859 9814390852
Interest rate futures --Mathematical models.
Stochastic models.
HG6024.5 / .P74 2012