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Book
Les marchés à terme de taux d'intérêt
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ISBN: 2717826114 9782717826111 Year: 1994 Volume: 6 Publisher: Paris: Economica,


Book
An elementary introduction to stochastic interest rate modeling
Author:
ISBN: 9789814390859 9789814390866 9814390852 9786613784322 9814390860 1281603635 9781281603630 Year: 2012 Publisher: Hackensack, N.J. : World Scientific,

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Abstract

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises wi

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