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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance Rene Carmona 2006 edition
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance
Rene 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.
250 pages, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2006. gada 8. maijs |
| ISBN13 | 9783540270652 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 236 |
| Izmēri | 155 × 235 × 15 mm · 498 g |
| Valoda | Franču |