Stochastic Interest Rates

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Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.

An Elementary Introduction to Stochastic Interest Rate Modeling

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Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book p

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

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This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e

Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)

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This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concep

Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition)

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Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book p