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An elementary introduction to stocha...

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Privault, Nicolas.

An elementary introduction to stochastic interest rate modeling

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	An elementary introduction to stochastic interest rate modelingNicolas Privault.
作者:	Privault, Nicolas.
出版者:	Hackensack, N.J. :World Scientific,2012.
面頁冊數:	1 online resource (xiii, 228 p.) :ill.
標題:	Interest rate futuresMathematical models.
電子資源:	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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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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