Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Carmona, René (Autor), Tehranchi, M R. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edición:1st ed. 2006.
Colección:Springer Finance,
Temas:
Social sciences > Mathematics.
Macroeconomics.
Mathematics in Business, Economics and Finance.
Macroeconomics and Monetary Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • The Term Structure of Interest Rates
  • Data and Instruments of the Term Structure of Interest Rates
  • Term Structure Factor Models
  • Infinite Dimensional Stochastic Analysis
  • Infinite Dimensional Integration Theory
  • Stochastic Analysis in Infinite Dimensions
  • The Malliavin Calculus
  • Generalized Models for the Term Structure of Interest Rates
  • General Models
  • Specific Models.

Ejemplares similares