An elementary introduction to stochastic interest rate modeling /: Nicolas Privault.

An elementary introduction to stochastic interest rate modeling / Nicolas Privault.

2012

Formats

Author

Uniform Title

Ebrary electronic monographs.

Title

An elementary introduction to stochastic interest rate modeling / Nicolas Privault.

Added Corporate Author

Edition

2nd ed.

Imprint

Hackensack, N.J. : World Scientific, 2012.

Description

xiii, 228 pages : illustrations.

Series

Advanced series on statistical science & applied probability ; v. 16.

Bibliography, etc. Note

Includes bibliographical references and indexes.

Linked Resources

Language

English

Reproduction

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

ISBN

9814390852
9789814390859
9789814390866 e-book

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