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Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective Springer Finance 2006th Edition Carmona

  • SKU: BELL-33339138
Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective Springer Finance 2006th Edition Carmona
$ 31.00 $ 45.00 (-31%)

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Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective Springer Finance 2006th Edition Carmona instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 3.32 MB
Pages: 250
Author: Carmona, René, Tehranchi, M R
ISBN: 9783540270652, 3540270655
Language: English
Year: 2006
Edition: 2006

Product desciption

Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective Springer Finance 2006th Edition Carmona by Carmona, René, Tehranchi, M R 9783540270652, 3540270655 instant download after payment.

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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