TY  - BOOK
AU  - Privault,Nicolas
TI  - An elementary introduction to stochastic interest rate modeling
T2  - Advanced series on statistical science & applied probability
SN  - 9812832734 (hbk.)
PY  - 2008///
CY  - Singapore
PB  - World Scientific
KW  - Interest rate futures
KW  - Mathematical models
KW  - Stochastic models
N1  - Includes bibliographical references (p. 173-175) and index
ER  -