Tallenna
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models.
- Kirjailija
- René Carmona, M R Tehranchi
- Painos
- 1st ed. Softcover of orig. ed. 2006
- ISBN
- 9783642066009
- Kieli
- englanti
- Paino
- 310 grammaa
- Sarja
- Springer Finance
- Julkaisupäivä
- 22.11.2010
- Sivumäärä
- 236
