|Author||: Nicolas Privault|
|Publisher||: World Scientific Publishing Company|
|Release Date||: 13 October 2008|
|Pages||: 192 pages|
An Elementary Introduction to Stochastic Interest Rate Modeling by Nicolas Privault Book PDF Summary
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.
Disclaimer: BookTaks does not own An Elementary Introduction to Stochastic Interest Rate Modeling books pdf, neither created nor scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.