An elementary introduction to stochastic interest rate modeling /
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 ch...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hackensack, N.J. :
World Scientific,
2012.
|
| Edition: | 2nd ed. |
| Series: | Advanced series on statistical science & applied probability ;
v. 16. |
| Subjects: | |
| Online Access: | CONNECT |
