Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)
(Bog, Hardback, Engelsk)
Beskrivelse
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.
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Alle detaljer
| Forlag | World Scientific Publishing Co Pte Ltd |
| Forfatter | Nicolas (Ntu Privault |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 28-09-2021 |
| Første udgivelsesår | 2021 |
| Serie | Advanced Series on Statistical Science & Applied Probability |
| Originalsprog | Singapore |
| Sideantal | 376 |
| Indbinding | Hardback |
| Forlag | World Scientific Publishing Co Pte Ltd |
| Sideoplysninger | 376 pages |
| ISBN-13 / EAN-13 | 9789811226601 |