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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...
| Call Number: | Libro Electrónico |
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| Main Authors: | , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Edition: | 1st ed. 2006. |
| Series: | Springer Finance,
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| Subjects: | |
| Online Access: | Texto Completo |
Table of Contents:
- 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.