Nicolas Privault
Books
- Probability on Real Lie Algebras
- An elementary introduction to stochastic interest rate modeling
- Understanding Markov Chains Springer Undergraduate Mathematics Series
- Stochastic finance
- Elementary Introduction to Stochastic Interest Rate Modeling
- Introduction to Stochastic Finance with Market Examples
- Understanding Markov Chains
- Discrete Stochastic Processes
- Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition)
- Stochastic analysis in discrete and continuous settings
Author data: Open Library