An elementary introduction to stochastic interest rate modeling.

zbMATH Open1213.91003MaRDI QIDQ3518679FDOQ3518679

Authors: Nicolas Privault 

Publication date: 11 August 2008

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Mathematics Subject Classification ID

Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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