Elemen Intro Stoch Inter Rate..2 Ed (English, Privault Nicolas)
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789814390859
ISBN-10
9814390852
Author
Privault Nicolas
About the Book
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. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.This…
ISBN: 9789814390859
ISBN-13: 9789814390859
ISBN-10: 9814390852
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Product ID: isbn-9789814390859
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