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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance Rene Carmona Softcover reprint of hardcover 1st ed. 2006 edition
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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.
236 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2010. gada 22. novembris |
| ISBN13 | 9783642066009 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 236 |
| Izmēri | 155 × 235 × 13 mm · 358 g |
| Valoda | Angļu |
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