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Focusing on interest rate modeling and derivative pricing, this book offers a clear and structured introduction to essential concepts in financial mathematics and risk management. It features explicit calculations and includes exercises with complete solutions, catering to advanced undergraduate and graduate students. The revised second edition adds a new chapter on credit risk and covers a range of stochastic interest rate models, from standard short rate to forward rate models, alongside advanced topics like the BGM model and its calibration.
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ELEMEN INTRO STOCH INTER RATE..2 ED, Nicolas Privault
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- Pubblicato
- 2012
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