Privault, Nicolas

An elementary introduction to stochastic interest rate modeling / Nicolas Privault - Singapore : World Scientific, 2008 - xi, 178 p. : ill. ; 24 cm. - Advanced series on statistical science & applied probability ; v. 12 . - Advanced series on statistical science & applied probability ; v. 12 .

Includes bibliographical references (p. 173-175) and index

9812832734 (hbk.) 9789812832733 (hbk.) RM176.46


Interest rate futures--Mathematical models
Stochastic models