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"--
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo
World Scientific
[2022]
|
| Edition: | 3rd edition |
| Series: | Advanced series on statistical science & applied probability
vol. 22 |
| Subjects: | |
| Summary: | "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"-- |
| Physical Description: | xvii, 354 Seiten Illustrationen, Diagramme |
| ISBN: | 9789811226601 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV047447582 | ||
| 003 | DE-604 | ||
| 005 | 20220830 | ||
| 007 | t | ||
| 008 | 210831s2022 si a||| |||| 00||| eng d | ||
| 020 | |a 9789811226601 |c hardcover |9 978-981-122-660-1 | ||
| 035 | |a (OCoLC)1286878977 | ||
| 035 | |a (DE-599)KXP1762744333 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a si |c XB-SG | ||
| 049 | |a DE-83 |a DE-91G | ||
| 084 | |a WIR 160 |2 stub | ||
| 084 | |a 91B26 |2 msc | ||
| 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 | ||
| 264 | 1 | |a New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo |b World Scientific |c [2022] | |
| 264 | 0 | |c © 2022 | |
| 300 | |a xvii, 354 Seiten |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Advanced series on statistical science & applied probability |v vol. 22 | |
| 520 | 3 | |a "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"-- | |
| 650 | 0 | 7 | |a Zins |0 (DE-588)4067845-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zinsfuß |0 (DE-588)4190927-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zins |0 (DE-588)4067845-3 |D s |
| 689 | 0 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Zinsfuß |0 (DE-588)4190927-6 |D s |
| 689 | 1 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 1 | |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-981-122-661-8 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-981-122-662-5 |
| 830 | 0 | |a Advanced series on statistical science & applied probability |v vol. 22 |w (DE-604)BV011932321 |9 22 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032849628 | ||
Record in the Search Index
| _version_ | 1804182742994255872 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Privault, Nicolas |
| author_GND | (DE-588)1032387327 |
| author_facet | Privault, Nicolas |
| author_role | aut |
| author_sort | Privault, Nicolas |
| author_variant | n p np |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02224nam a2200493 cb4500</leader><controlfield tag="001">BV047447582</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20220830 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">210831s2022 si a||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789811226601</subfield><subfield code="c">hardcover</subfield><subfield code="9">978-981-122-660-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1286878977</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)KXP1762744333</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">si</subfield><subfield code="c">XB-SG</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-83</subfield><subfield code="a">DE-91G</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 160</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">91B26</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Privault, Nicolas</subfield><subfield code="0">(DE-588)1032387327</subfield><subfield code="4">aut</subfield></datafield><datafield tag="240" ind1="1" ind2="0"><subfield code="a">An elementary introduction to stochastic interest rate modeling</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic interest rate modeling with fixed income derivative pricing</subfield><subfield code="c">Nicolas Privaul, Nanyang Technological University, Singapore</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">3rd edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New Jersey ; London ; Singapore ; Beijing ; Shanghai ; Hong Kong ; Taipei ; Chennai ; Tokyo</subfield><subfield code="b">World Scientific</subfield><subfield code="c">[2022]</subfield></datafield><datafield tag="264" ind1=" " ind2="0"><subfield code="c">© 2022</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xvii, 354 Seiten</subfield><subfield code="b">Illustrationen, Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Advanced series on statistical science & applied probability</subfield><subfield code="v">vol. 22</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">"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"--</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zins</subfield><subfield code="0">(DE-588)4067845-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zinsfuß</subfield><subfield code="0">(DE-588)4190927-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zins</subfield><subfield code="0">(DE-588)4067845-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Zinsfuß</subfield><subfield code="0">(DE-588)4190927-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-981-122-661-8</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-981-122-662-5</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Advanced series on statistical science & applied probability</subfield><subfield code="v">vol. 22</subfield><subfield code="w">(DE-604)BV011932321</subfield><subfield code="9">22</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032849628</subfield></datafield></record></collection> |
| 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 |