Introduction to Stochastic Finance with Market ExamplesNicolas Privault · First published 2022Open the Tome
Understanding Markov Chains Springer Undergraduate Mathematics SeriesNicolas Privault · First published 2013Open the Tome
Elementary Introduction to Stochastic Interest Rate ModelingNicolas Privault · First published 2008 · Latest edition 2012Open the Tome
Elementary Introduction to Stochastic Interest Rate Modeling, an (2nd Edition)Nicolas Privault · First published 2012Open the Tome
Stochastic analysis in discrete and continuous settingsNicolas Privault · First published 2009Open the Tome