Nicolas Privault

Nicolas Privault is Professor in the School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore. His research interests span stochastic analysis and its applications. He is the author of books including Understanding Markov Chains: Examples and Applications (3rd edition, 2026).

Ebooks

Understanding Markov Chains: Examples and Applications

Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing

Discrete Stochastic Processes: Tools for Machine Learning and Data Science

Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales

Understanding Markov Chains: Examples and Applications, Edition 3

An Elementary Introduction to Stochastic Interest Rate Modeling

An Elementary Introduction to Stochastic Interest Rate Modeling

Introduction to Stochastic Finance with Market Examples: Edition 2

Probability on Real Lie Algebras

Understanding Markov Chains: Examples and Applications, Edition 2