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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.
- Forfatter
- René Carmona, M R Tehranchi
- Opplag
- 1st ed. Softcover of orig. ed. 2006
- ISBN
- 9783642066009
- Språk
- Engelsk
- Vekt
- 310 gram
- Serie
- Springer Finance
- Utgivelsesdato
- 22.11.2010
- Antall sider
- 236
