Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective
Download Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective full books in PDF, epub, and Kindle. Read online free Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Author | : René Carmona |
Publisher | : Springer Science & Business Media |
Total Pages | : 236 |
Release | : 2007-05-22 |
Genre | : Mathematics |
ISBN | : 3540270671 |
Download Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective Book in PDF, Epub and Kindle
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
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective Related Books
Pages: 236
Pages: 148
Pages: 250
Pages: 257
Pages: 373