Stochastic interest rate modeling with fixed income derivative pricing:
"It is a fairly complete introduction accessible to advanced undergraduates; Also covers more advanced aspects of interest rate modeling; Includes many graphs and code illustrating the modeling of interest rates; Each chapter is accompanied with exercises and their complete solutions"--
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo
World Scientific
[2022]
|
| Ausgabe: | 3rd edition |
| Schriftenreihe: | Advanced series on statistical science & applied probability
vol. 22 |
| Schlagworte: | |
| Zusammenfassung: | "It is a fairly complete introduction accessible to advanced undergraduates; Also covers more advanced aspects of interest rate modeling; Includes many graphs and code illustrating the modeling of interest rates; Each chapter is accompanied with exercises and their complete solutions"-- |
| Beschreibung: | xvii, 354 Seiten Illustrationen, Diagramme |
| ISBN: | 9789811226601 |
Internformat
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| 100 | 1 | |a Privault, Nicolas |0 (DE-588)1032387327 |4 aut | |
| 240 | 1 | 0 | |a An elementary introduction to stochastic interest rate modeling |
| 245 | 1 | 0 | |a Stochastic interest rate modeling with fixed income derivative pricing |c Nicolas Privaul, Nanyang Technological University, Singapore |
| 250 | |a 3rd edition | ||
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| 264 | 0 | |c © 2022 | |
| 300 | |a xvii, 354 Seiten |b Illustrationen, Diagramme | ||
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| 490 | 1 | |a Advanced series on statistical science & applied probability |v vol. 22 | |
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Datensatz im Suchindex
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| building | Verbundindex |
| bvnumber | BV047447582 |
| classification_tum | WIR 160 |
| ctrlnum | (OCoLC)1286878977 (DE-599)KXP1762744333 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 3rd edition |
| format | Book |
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| id | DE-604.BV047447582 |
| illustrated | Illustrated |
| index_date | 2024-07-03T18:02:44Z |
| indexdate | 2024-07-10T09:12:24Z |
| institution | BVB |
| isbn | 9789811226601 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032849628 |
| oclc_num | 1286878977 |
| open_access_boolean | |
| owner | DE-83 DE-91G DE-BY-TUM |
| owner_facet | DE-83 DE-91G DE-BY-TUM |
| physical | xvii, 354 Seiten Illustrationen, Diagramme |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | World Scientific |
| record_format | marc |
| series | Advanced series on statistical science & applied probability |
| series2 | Advanced series on statistical science & applied probability |
| spelling | Privault, Nicolas (DE-588)1032387327 aut An elementary introduction to stochastic interest rate modeling Stochastic interest rate modeling with fixed income derivative pricing Nicolas Privaul, Nanyang Technological University, Singapore 3rd edition New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo World Scientific [2022] © 2022 xvii, 354 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Advanced series on statistical science & applied probability vol. 22 "It is a fairly complete introduction accessible to advanced undergraduates; Also covers more advanced aspects of interest rate modeling; Includes many graphs and code illustrating the modeling of interest rates; Each chapter is accompanied with exercises and their complete solutions"-- Zins (DE-588)4067845-3 gnd rswk-swf Zinsfuß (DE-588)4190927-6 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Zins (DE-588)4067845-3 s Stochastisches Modell (DE-588)4057633-4 s DE-604 Zinsfuß (DE-588)4190927-6 s Erscheint auch als Online-Ausgabe 978-981-122-661-8 Erscheint auch als Online-Ausgabe 978-981-122-662-5 Advanced series on statistical science & applied probability vol. 22 (DE-604)BV011932321 22 |
| spellingShingle | Privault, Nicolas Stochastic interest rate modeling with fixed income derivative pricing Advanced series on statistical science & applied probability Zins (DE-588)4067845-3 gnd Zinsfuß (DE-588)4190927-6 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4067845-3 (DE-588)4190927-6 (DE-588)4057633-4 |
| title | Stochastic interest rate modeling with fixed income derivative pricing |
| title_alt | An elementary introduction to stochastic interest rate modeling |
| title_auth | Stochastic interest rate modeling with fixed income derivative pricing |
| title_exact_search | Stochastic interest rate modeling with fixed income derivative pricing |
| title_exact_search_txtP | Stochastic interest rate modeling with fixed income derivative pricing |
| title_full | Stochastic interest rate modeling with fixed income derivative pricing Nicolas Privaul, Nanyang Technological University, Singapore |
| title_fullStr | Stochastic interest rate modeling with fixed income derivative pricing Nicolas Privaul, Nanyang Technological University, Singapore |
| title_full_unstemmed | Stochastic interest rate modeling with fixed income derivative pricing Nicolas Privaul, Nanyang Technological University, Singapore |
| title_short | Stochastic interest rate modeling with fixed income derivative pricing |
| title_sort | stochastic interest rate modeling with fixed income derivative pricing |
| topic | Zins (DE-588)4067845-3 gnd Zinsfuß (DE-588)4190927-6 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Zins Zinsfuß Stochastisches Modell |
| volume_link | (DE-604)BV011932321 |
| work_keys_str_mv | AT privaultnicolas anelementaryintroductiontostochasticinterestratemodeling AT privaultnicolas stochasticinterestratemodelingwithfixedincomederivativepricing |