eBook - PDF
An Elementary Introduction to Stochastic Interest Rate Modeling
Nicolas Privault
This is a test
- 192 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
An Elementary Introduction to Stochastic Interest Rate Modeling
Nicolas Privault
Book details
Table of contents
Citations
About This Book
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.
Frequently asked questions
How do I cancel my subscription?
Can/how do I download books?
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
What is the difference between the pricing plans?
Both plans give you full access to the library and all of Perlegoâs features. The only differences are the price and subscription period: With the annual plan youâll save around 30% compared to 12 months on the monthly plan.
What is Perlego?
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, weâve got you covered! Learn more here.
Do you support text-to-speech?
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Is An Elementary Introduction to Stochastic Interest Rate Modeling an online PDF/ePUB?
Yes, you can access An Elementary Introduction to Stochastic Interest Rate Modeling by Nicolas Privault in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.
Table of contents
Citation styles for An Elementary Introduction to Stochastic Interest Rate Modeling
APA 6 Citation
Privault, N. (2008). An Elementary Introduction to Stochastic Interest Rate Modeling ([edition unavailable]). World Scientific Publishing Company. Retrieved from https://www.perlego.com/book/852915/an-elementary-introduction-to-stochastic-interest-rate-modeling-pdf (Original work published 2008)
Chicago Citation
Privault, Nicolas. (2008) 2008. An Elementary Introduction to Stochastic Interest Rate Modeling. [Edition unavailable]. World Scientific Publishing Company. https://www.perlego.com/book/852915/an-elementary-introduction-to-stochastic-interest-rate-modeling-pdf.
Harvard Citation
Privault, N. (2008) An Elementary Introduction to Stochastic Interest Rate Modeling. [edition unavailable]. World Scientific Publishing Company. Available at: https://www.perlego.com/book/852915/an-elementary-introduction-to-stochastic-interest-rate-modeling-pdf (Accessed: 14 October 2022).
MLA 7 Citation
Privault, Nicolas. An Elementary Introduction to Stochastic Interest Rate Modeling. [edition unavailable]. World Scientific Publishing Company, 2008. Web. 14 Oct. 2022.