An elementary introduction to stochastic interest rate modeling
By: Nicolas Privault
Series: Advanced series on statistical science & applied probability -- v. 12; Advanced series on statistical science & applied probability -- v. 12.
Publisher: World Scientific
Published: 2008
Place of publication: Singapore; Hackensack, NJ
Language: eng
Number of pages: 178
ISBN-13: 9789812832733
Subjects: Interest rate futures; Mathematical models; Stochastic models; Stochastisches Modell; Zins
Notes: Includes bibliographical references (p. 173-175) and index.