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Welcome to P K Kelkar Library, Online Public Access Catalogue (OPAC)

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1.
Robust libor modelling and pricing of derivative products

by Schoenmakers, John.

Material type: book Book; Format: print ; Literary form: not fiction Description: xvi, 202p.Publisher: Boca Raton Chapman & Hall/Crc 2005Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.64570151 Sch63r] (1).

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2.
An elementary introduction to stochastic interest rate modeling

by Privault, Nicolas.

Edition: 2ndMaterial type: book Book; Format: print ; Literary form: not fiction Description: xiii, 228p.Publisher: New Jersey World Scientific 2012Availability: Items available for loan: PK Kelkar Library, IIT Kanpur [Call number: 332.63230151922 P939e2] (1).

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