Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance) Book + PRICE WATCH * Amazon pricing is not included in price watch

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance) Book

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic...Read More

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  • Foyles

    Presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in...

  • Product Description

    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

  • 3540270655
  • 9783540270652
  • Rene A. Carmona, Michael R. Tehranchi
  • 8 May 2006
  • Springer
  • Hardcover (Book)
  • 235
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