Damir Filipovic
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics Damir Filipovic 2001 edition

Name: Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics
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Author: Damir Filipovic

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics

Damir Filipovic

2001 edition

Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

138 pages, biography

Medios de comunicación	Libros Paperback Book (Libro con tapa blanda y lomo encolado)
Publicado	27 de marzo de 2001
ISBN13	9783540414933
Editores	Springer-Verlag Berlin and Heidelberg Gm
Páginas	138
Dimensiones	155 × 235 × 8 mm · 217 g
Lengua	Inglés