Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Language: en
Pages: 141
Authors: Damir Filipovic
Categories: Mathematics
Type: BOOK - Published: 2004-11-02 - Publisher: Springer

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Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basi
Consistency Problems for HJM Interest Rate Models
Language: en
Pages: 123
Authors: Damir Filipovic
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Stochastic Cauchy Problems in Infinite Dimensions
Language: en
Pages: 232
Authors: Irina V. Melnikova
Categories: Mathematics
Type: BOOK - Published: 2018-09-03 - Publisher: CRC Press

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Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for random processes with va
Arbitrage Theory in Continuous Time
Language: en
Pages: 486
Authors: Tomas Björk
Categories: Arbitrage
Type: BOOK - Published: 2004-03 - Publisher: Oxford University Press

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The second edition of this popular introduction to the classical underpinnings of the mathematics behind finance continues to combine sounds mathematical princi
Arbitrage Theory in Continuous Time
Language: en
Pages: 584
Authors: Tomas Bjork
Categories: Arbitrage
Type: BOOK - Published: 2020-01-16 - Publisher: Oxford University Press, USA

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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to co