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An Elementary Introduction to Stochastic Interest Rate Modeling by Nicolas Priva - Picture 1 of 1
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An Elementary Introduction to Stochastic Interest Rate Modeling by Nicolas Priva

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US $21.25
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“Clean Unmarked Copy One Inch Tear Binding Bottom Otherwise A Very Good Copy (Seller ”... Read moreAbout condition
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Item specifics

Condition
Good
A book that has been read, but is in good condition. Minimal damage to the book cover eg. scuff marks, but no holes or tears. If this is a hard cover, the dust jacket may be missing. Binding has minimal wear. The majority of pages are undamaged with some creasing or tearing, and pencil underlining of text, but this is minimal. No highlighting of text, no writing in the margins, and no missing pages. See the seller’s listing for full details and description of any imperfections. See all condition definitionsopens in a new window or tab
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“Clean Unmarked Copy One Inch Tear Binding Bottom Otherwise A Very Good Copy (Seller ...
Subject
Introduction
ISBN
9789812832733
EAN
9789812832733
Publication Year
2008
Format
Hardcover
Language
English
Book Title
Elementary Introduction to Stochastic Interest Rate Modeling
Illustrator
Yes
Author
Nicolas Privault
Publisher
World Industries Scientific Publishing Co Pte LTD
Genre
Mathematics, Business & Economics
Topic
Investments & Securities / Futures, Finance / General, General, Applied, Mathematical Analysis
Number of Pages
Xi, 178 Pages

About this product

Product Identifiers

Publisher
World Industries Scientific Publishing Co Pte LTD
ISBN-10
9812832734
ISBN-13
9789812832733
eBay Product ID (ePID)
69694642

Product Key Features

Publication Year
2008
Topic
Investments & Securities / Futures, Finance / General, General, Applied, Mathematical Analysis
Book Title
Elementary Introduction to Stochastic Interest Rate Modeling
Number of Pages
Xi, 178 Pages
Language
English
Illustrator
Yes
Genre
Mathematics, Business & Economics
Author
Nicolas Privault
Format
Hardcover

Additional Product Features

Dewey Edition
22
TitleLeading
An
Dewey Decimal
332.63230151922
Synopsis
This textbook is written as an accessible introduction to interest rate modeling and related derivatives, which have become increasingly important subjects of interest in financial mathematics. The models considered range from standard short rate to forward rate models and include more advanced topics such as the BGM model and an approach to its calibration. An elementary treatment of the pricing of caps and swaptions under forward measures is also provided, with a focus on explicit calculations and a step-by-step introduction of concepts. Each chapter is accompanied with exercises and their complete solutions, making this book suitable for advanced undergraduate or beginning graduate-level students.

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    First Edition 2006 hardcover book and dust jacket both in excellent condition, signed and notated by author, precisely as pictured in listing. Securely packed, swiftly shipped and arriving ahead of estimated delivery date by USPS Media Mail. Exactly what I hoped to find, with many thanks to Seller, Onestopbooks. Dependable Seller, highly recommended. Buy with confidence.
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