Privault, Nicolas. , <br/><br/>
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. .
<br/><br/> Previous edition: 2008.. 
<br/><br/><label>ISBN: </label>9789814390859 9814390852 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Interest rate futures --Mathematical models.<br/>Stochastic models.
<br/><br/><label>LC Class. No.: </label>HG6024.5   / .P74 2012