Stochastic interest rate modeling with fixed income derivative pricing (third edition)
Auteur :
Privault, Nicolas
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789811226601
Date de publication :
28 sept. 2021
Langue :
Anglais
Pays d'origine :
Singapour
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.