An elementary introduction to stochastic interest rate modeling

An elementary introduction to stochastic interest rate modeling

Show other versions (1)
Saved in:
Bibliographic Details
Main Author: Privault, Nicolas
Corporate Author: ebrary, Inc
Format: Electronic eBook
Language:English
Published: Hackensack, N.J. : World Scientific, 2012.
Edition:2nd ed.
Series:Advanced series on statistical science & applied probability ; v. 16.
Subjects:
Interest rate futures > Mathematical models.
Stochastic models.
Electronic books.
Online Access:An electronic book accessible through the World Wide Web; click to view
Tags: Add Tag
No Tags, Be the first to tag this record!

MARC

LEADER 00000nam a2200000 a 4500
001 0000152743
005 20171002062424.0
006 m u
007 cr cn|||||||||
008 120810s2012 njua sb 001 0 eng d
020 |z 9814390852 
020 |z 9789814390859 
020 |z 9789814390866 (e-book) 
035 |a (CaPaEBR)ebr10583617 
035 |a (OCoLC)808340703 
040 |a CaPaEBR  |c CaPaEBR 
050 1 4 |a HG6024.5  |b .P75 2012eb 
100 1 |a Privault, Nicolas. 
245 1 3 |a An elementary introduction to stochastic interest rate modeling  |h [electronic resource] /  |c Nicolas Privault. 
250 |a 2nd ed. 
260 |a Hackensack, N.J. :  |b World Scientific,  |c 2012. 
300 |a xiii, 228 p. :  |b ill. 
490 1 |a Advanced series on statistical science & applied probability ;  |v v. 16 
504 |a Includes bibliographical references and indexes. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2013.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Interest rate futures  |x Mathematical models. 
650 0 |a Stochastic models. 
655 7 |a Electronic books.  |2 local 
710 2 |a ebrary, Inc. 
830 0 |a Advanced series on statistical science & applied probability ;  |v v. 16. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10583617  |z An electronic book accessible through the World Wide Web; click to view 
908 |a 170314 
942 0 0 |c EB 
999 |c 141891  |d 141891 

Similar Items