Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective

Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective

di Rene A. Carmona, Michael Tehranchi

  • Prezzo: € 83.02
Normalmente disponibile in 6/7 giorni lavorativi
Aggiungi al carrello
(puoi sempre toglierlo dopo)

Contenuto

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


Dettagli del prodotto




Commenti degli utenti

Scrivi un nuovo commento su Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective e condividi la tua opinione con altri utenti.

Ricerca Avanzata
Reparti My Account Hai bisogno
d'aiuto?