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Interest Rate Models

Interest Rate Models

M R Tehranchi / René Carmona

65,09 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2006
Materia
Finanzas
ISBN:
9783540270652
65,09 €
IVA incluido
Disponible

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Sobre IBD

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

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