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
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
Book 16
An Elementary Introduction to Stochastic Interest Rate Modeling
Book 12
Introduction to Stochastic Finance with Market Examples: Edition 2
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing
Book 22
Understanding Markov Chains: Examples and Applications, Edition 2