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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Carmona, René (Author), Tehranchi, M R. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edition:1st ed. 2006.
Series:Springer Finance,
Subjects:
Social sciences > Mathematics.
Macroeconomics.
Mathematics in Business, Economics and Finance.
Macroeconomics and Monetary Economics.
Online Access:Texto Completo

Internet

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