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Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing (Third Edition) - Advanced Series on Statistical Science and Applied Probability Privault, Nicolas (Nanyang Technological University, Singapore) Third edition
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing (Third Edition) - Advanced Series on Statistical Science and Applied Probability
Privault, Nicolas (Nanyang Technological University, Singapore)
This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations.
372 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | September 28, 2021 |
| ISBN13 | 9789811226601 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 376 |
| Dimensions | 152 × 229 × 22 mm · 666 g |
| Language | English |