STOCHASTIC INTEREST RATE MODELING WITH FIXED INCOME DERIVATIVE PRICING (THIRD EDITION) by Nicolas Privault ( 9789811226601 )

Item Details

Title:

STOCHASTIC INTEREST RATE MODELING WITH FIXED INCOME DERIVATIVE PRICING (THIRD EDITION)

By:

Nicolas Privault

Format:

Hardback

List price:

£110.00

Our price:

£99.00

Discount:

10% off

You save:

£11.00

ISBN 10:

9811226601

ISBN 13:

9789811226601

Availability:

Usually dispatched within 1-3 weeks.

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Stock:

Currently 0 available

Publisher:

WORLD SCIENTIFIC PUBLISHING CO PTE LTD

Pub. date:

28 March, 2021

Series:

Advanced Series on Statistical Science & Applied Probability

Pages:

372

Description:

This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations.

Returns:

Returnable

Some other items by this author:

DISCRETE STOCHASTIC PROCESSES

ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION) (HB)

ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (HB)

INTRODUCTION TO STOCHASTIC FINANCE WITH MARKET EXAMPLES (HB)

PROBABILITY ON REAL LIE ALGEBRAS (HB)

QUANTUM POTENTIAL THEORY (PB)

STOCHASTIC ANALYSIS IN DISCRETE AND CONTINUOUS SETTINGS (PB)

STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS (HB)

STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS (PB)

STOCHASTIC FINANCE

STOCHASTIC FINANCE (HB)

UNDERSTANDING MARKOV CHAINS (HB)

UNDERSTANDING MARKOV CHAINS (PB)

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