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Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective eBook

by M R Tehranchi e Rene Carmona
language: english
Publisher: Springer Berlin Heidelberg, May of 2007 ‧
59,61€
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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. This text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and results in interest rate theory.

Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective

by M R Tehranchi e Rene Carmona

Property Description
ISBN: 9783540270676
Publisher: Springer Berlin Heidelberg
Release Date: May of 2007
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Springer Finance
Categories: eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9783540270676

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