Interest Rate Models
An Infinite-Dimensional Stochastic Analysis Perspective
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
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Produktdetails
Weitere Autoren: Tehranchi, Michael
- ISBN: 978-3-540-27065-2
- EAN: 9783540270652
- Produktnummer: 8414212
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2006
- Seitenangabe: 235 S.
- Masse: H24.1 cm x B16.0 cm x D1.8 cm 547 g
- Gewicht: 547
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