Elementary introduction to stochastic interest rate modeling, an (2nd edition)
Auteur :
Privault, Nicolas
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814390859
Date de publication :
3 juil. 2012
Langue :
Anglais
Pays d'origine :
Singapour
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations.