Stochastic interest rate modeling with fixed income derivative pricing

Nicolas Privault (Nanyang Technological University, Singapore)

"It is a fairly complete introduction accessible to advanced undergraduates; Also covers more advanced aspects of interest rate modeling; Includes many graphs and code illustrating the modeling of interest rates; Each chapter is accompanied with exercises and their complete solutions."

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Year of publication:	[2022] ; 3rd edition
Authors:	Privault, Nicolas
Publisher:	New Jersey : World Scientific
Subject:	Zins \| Interest rate \| Zinsstruktur \| Yield curve \| Anleihe \| Bond \| Derivat \| Derivative \| Stochastischer Prozess \| Stochastic process \| Modellierung \| Scientific modelling \| Theorie \| Theory \| Verzinsung \| Stochastisches Modell
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org]

Extent:	xvii, 354 Seiten Illustrationen
Series:	Advanced series on statistical science & applied probability. - Hackensack, NJ [u.a.] : World Scientific, ISSN 1793-091X, ZDB-ID 1432449-0. - Vol. vol. 22
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Lehrbuch ; Textbook
Language:	English
Notes:	Literaturverzeichnis: Seite 343-346
ISBN:	978-981-12-2660-1 ; 978-981-12-2661-8 ; 978-981-12-2662-5
Classification:	Investition, Finanzierung ; Wahrscheinlichkeitsrechnung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012658653