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Interest Rate Models

Interest Rate Models

M R Tehranchi / René Carmona

132,88 €
IVA incluido
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Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Macroeconomía
ISBN:
9783642066009
132,88 €
IVA incluido
Disponible

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Sobre IBD

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 Models.

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