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, M R
- ISBN: 978-3-642-06600-9
- EAN: 9783642066009
- Produktnummer: 10559709
- Verlag: Springer Berlin Heidelberg
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 252 S.
- Masse: H23.7 cm x B15.4 cm x D2.2 cm 427 g
- Auflage: Softcover reprint of hardcover 1st ed. 2006
- Abbildungen: Paperback
- Gewicht: 427
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
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