LIBROS DEL AUTOR: m r tehranchi

2 resultados para LIBROS DEL AUTOR: m r tehranchi

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  • Interest Rate Models
    M R Tehranchi / René Carmona
    The Term Structure of Interest Rates.- Data and Instruments of the Term Structure of Interest Rates.- Term Structure Factor Models.- Infinite Dimensional Stochastic Analysis.- Infinite Dimensional Integration Theory.- Stochastic Analysis in Infinite Dimensions.- The Malliavin Calculus.- Generalized Models for the Term Structure of Interest Rates.- General Models.- Specific Mode...
    Disponible

    132,88 €

  • Interest Rate Models
    M R Tehranchi / René Carmona
    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 ra...
    Disponible

    65,09 €