Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition)

ISBN-13: 9789814390859 / Angielski / Twarda / 2012 / 244 str.

Nicolas Privault

Opis

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.