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

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