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Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition) - Advanced Series on Statistical Science and Applied Probability Privault, Nicolas (NTU, Singapore) 2 Revised edition
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Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition) - Advanced Series on Statistical Science and Applied Probability
Privault, Nicolas (NTU, Singapore)
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations.
244 pages, Illustrations
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 3 de julho de 2012 |
| ISBN13 | 9789814390859 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 244 |
| Dimensões | 157 × 230 × 23 mm · 572 g |
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