An elementary introduction to stochastic interest rate modeling [electronic resource] / Nicolas Privault.

By: Contributor(s): Material type: TextTextSeries: Advanced series on statistical science & applied probability ; v. 16.Publication details: Hackensack, N.J. : World Scientific, 2012.Edition: 2nd edDescription: xiii, 228 p. : illSubject(s): Genre/Form: LOC classification:
  • HG6024.5 .P75 2012eb
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Includes bibliographical references and indexes.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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