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An elementary introduction to stocha...

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Privault, Nicolas.

An elementary introduction to stochastic interest rate modeling

Record Type:	Electronic resources : Monograph/item
Title/Author:	An elementary introduction to stochastic interest rate modelingNicolas Privault.
Author:	Privault, Nicolas.
Published:	Hackensack, N.J. :World Scientific,2012.
Description:	1 online resource (xiii, 228 p.) :ill.
Subject:	Interest rate futuresMathematical models.
Online resource:	http://www.worldscientific.com/worldscibooks/10.1142/8416#t=toc
ISBN:	9789814390866 (electronic bk.)

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

An elementary introduction to stochastic interest rate modeling[electronic resource] /Nicolas Privault. - 2nd ed. - Hackensack, N.J. :World Scientific,2012. - 1 online resource (xiii, 228 p.) :ill. - Advanced series on statistical science & applied probability ;v. 16. - Advanced series on statistical science & applied probability ;v. 5..

Includes bibliographical references and indexes.

ISBN: 9789814390866 (electronic bk.)Subjects--Topical Terms:

266493
Interest rate futures
--Mathematical models.

LC Class. No.: HG6024.5 / .P75 2012eb

Dewey Class. No.: 332.63/230151922

An elementary introduction to stochastic interest rate modeling
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020 $a 9814390860 (electronic bk.)
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040 $a E7B $c E7B $d OCLCO $d OCLCQ
049 $a FISA
050 1 4 $a HG6024.5 $b .P75 2012eb
082 0 4 $a 332.63/230151922 $2 22
100 1 $a Privault, Nicolas. $3 328908
245 1 3 $a An elementary introduction to stochastic interest rate modeling $h [electronic resource] / $c Nicolas Privault.
250 $a 2nd ed.
260 $a Hackensack, N.J. : $b World Scientific, $c 2012.
300 $a 1 online resource (xiii, 228 p.) : $b ill.
490 1 $a Advanced series on statistical science & applied probability ; $v v. 16
504 $a Includes bibliographical references and indexes.
650 0 $a Interest rate futures $x Mathematical models. $3 266493
650 0 $a Stochastic models. $3 242915
830 0 $a Advanced series on statistical science & applied probability ; $v v. 5. $3 439731
856 4 0 $u http://www.worldscientific.com/worldscibooks/10.1142/8416#t=toc

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EB HG6024.5 P75 2012eb

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