Privault, Nicolas

An elementary introduction to stochastic interest rate modeling Nicolas Privault - Singapore Hackensack, NJ World Scientific c2008 - xi, 178 p ill 24 cm - Advanced series on statistical science & applied probability v. 12 . - Advanced series on statistical science & applied probability .

Cuprinde bibliografie si index

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2009275329


Interest rate futures--Mathematical models
Stochastic models