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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics Damir Filipovic 2001 edition
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics
Damir Filipovic
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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 27 de março de 2001 |
| ISBN13 | 9783540414933 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 138 |
| Dimensões | 155 × 235 × 8 mm · 217 g |
| Idioma | Inglês |
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