Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition).

Key Features:A complete introduction accessible to advanced undergraduatesAlso covers recent aspects of interest rate modelingIncludes many graphs illustrating the multidimensional aspects of interest rate modelsEach chapter is accompanied with exercises and their complete solutions.

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Year of publication:	2012 ; 2nd ed.
Authors:	Privault, Nicolas
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Stochastischer Prozess \| Stochastic process \| Finanzmathematik \| Mathematical finance \| Zins \| Interest rate \| Zinsstruktur \| Yield curve \| Optionspreistheorie \| Option pricing theory
Description of contents:	Description [zbmath.org]

Extent:	1 online resource (243 pages)
Series:	Advanced Series on Statistical Science and Applied Probability Ser. ; v.16 Advanced series on statistical science & applied probability ; v. 16
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-4390-86-6 ; 978-981-4390-85-9
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012687036