Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Carmona, René, Tehranchi, M R
This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory. From the reviews: "A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM
Thể loại:
Năm:
2006
In lần thứ:
2006
Nhà xuát bản:
Springer
Ngôn ngữ:
english
Trang:
250
ISBN 10:
3540270655
ISBN 13:
9783540270652
File:
PDF, 3.32 MB
IPFS:
,
english, 2006
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