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An Elementary Introduction to Stochastic Interest Rate Modeling

Privault, Nicolas

An Elementary Introduction to Stochastic Interest Rate Modeling /Nicolas Privault - 2nd ed. - New Jersey :World Scientific Publishing Company .2012 - 228 p. : ill. ; 28 cm. - Advanced Series on Statistical Science & Applied Probability Vol. 16 .

ISBN: 9789814390859

Publisher. No.: Global Alliance Book Distributors A-312 Nanad Nikunj Meerut Road, Ghaziabad, U.P.-201001

Index Terms--Genre/Form: --Inerest Rate Modeling--, Pricing--, Financial Mathematics--, Risk Management--, Credit Risk--, Stochastic Interest Rate Models--, BGM Model

Dewey Class. No.: 332.632 NIC

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