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...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2012
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| Ausgabe: | 2nd ed |
| Schriftenreihe: | Advanced series on statistical science & applied probability
v. 16 |
| Schlagworte: | |
| Online-Zugang: | DE-92 URL des Erstveroeffentlichers |
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