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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance Rene Carmona 2006 edition
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 8 de mayo de 2006 |
| ISBN13 | 9783540270652 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 236 |
| Dimensiones | 155 × 235 × 15 mm · 498 g |
| Lengua | Francés |
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