
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.
- Författare
- René Carmona, M R Tehranchi
- Upplaga
- 2006 ed.
- ISBN
- 9783540270652
- Språk
- Engelska
- Vikt
- 446 gram
- Serie
- Springer Finance
- Utgivningsdatum
- 2006-05-08
- Sidor
- 236
