An elementary introduction to stochastic interest rate modeling /
Privault, Nicolas
An elementary introduction to stochastic interest rate modeling / Nicolas Privault - Singapore ; Hackensack, NJ : World Scientific, c2008 - xi, 178 p. : ill. ; 24 cm. - Advanced series on statistical science & applied probability ; v. 12 . - Advanced series on statistical science & applied probability ; v. 12 .
Includes bibliographical references (p. 173-175) and index
9789812832733 9812832734
Interest rate futures--Mathematical models
Stochastic models
An elementary introduction to stochastic interest rate modeling / Nicolas Privault - Singapore ; Hackensack, NJ : World Scientific, c2008 - xi, 178 p. : ill. ; 24 cm. - Advanced series on statistical science & applied probability ; v. 12 . - Advanced series on statistical science & applied probability ; v. 12 .
Includes bibliographical references (p. 173-175) and index
9789812832733 9812832734
Interest rate futures--Mathematical models
Stochastic models