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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance Rene Carmona Softcover reprint of hardcover 1st ed. 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.
236 pages, biography
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 22 de novembro de 2010 |
| ISBN13 | 9783642066009 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 236 |
| Dimensões | 155 × 235 × 13 mm · 358 g |
| Idioma | Inglês |
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