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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance 2006 edition
Rene Carmona
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance 2006 edition
Rene Carmona
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.
250 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 8, 2006 |
| ISBN13 | 9783540270652 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 236 |
| Dimensions | 155 × 235 × 15 mm · 498 g |
| Language | French |
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