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An elementary introduction to stochastic interest rate modeling 2nd ed

An elementary introduction to stochastic interest rate modeling 2nd ed (Loan 1 times)

Material type
단행본
Personal Author
Privault, Nicolas.
Title Statement
An elementary introduction to stochastic interest rate modeling / Nicolas Privault, Nanyang Technological University, Singapore.
판사항
2nd ed.
Publication, Distribution, etc
Singapore :   World Scientific,   2012.  
Physical Medium
xiii, 228 p. : ill. ; 24 cm.
Series Statement
Advanced series on statistical science & applied probability ;vol. 16
ISBN
9789814390859
Bibliography, Etc. Note
Includes bibliographical references (p. 221-223) and index.
Subject Added Entry-Topical Term
Interest rate futures -- Mathematical models. Stochastic models.
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001 000045749571
005 20130425161426
008 130424s2012 si a b 001 0 eng
010 ▼a 2012455051
020 ▼a 9789814390859
035 ▼a (KERIS)REF000017026851
040 ▼a DLC ▼b eng ▼c DLC ▼e rda ▼d 211009
050 0 0 ▼a HG6024.5 ▼b .P75 2012
082 0 0 ▼a 332.63/230151922 ▼2 23
084 ▼a 332.6323 ▼2 DDCK
090 ▼a 332.6323 ▼b P961e2
100 1 ▼a Privault, Nicolas.
245 1 3 ▼a An elementary introduction to stochastic interest rate modeling / ▼c Nicolas Privault, Nanyang Technological University, Singapore.
250 ▼a 2nd ed.
260 ▼a Singapore : ▼b World Scientific, ▼c 2012.
300 ▼a xiii, 228 p. : ▼b ill. ; ▼c 24 cm.
490 1 ▼a Advanced series on statistical science & applied probability ; ▼v vol. 16
504 ▼a Includes bibliographical references (p. 221-223) and index.
650 0 ▼a Interest rate futures ▼x Mathematical models.
650 0 ▼a Stochastic models.
830 0 ▼a Advanced series on statistical science & applied probability ; ▼v vol. 16.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.6323 P961e2 Accession No. 111693812 Availability Available Due Date Make a Reservation Service B M

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