Interest rate models : an infinite dimensional stochastic analysis perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is...
में बचाया:
| मुख्य लेखकों: | , |
|---|---|
| स्वरूप: | Livre numérique |
| भाषा: | Anglais |
| प्रकाशित: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| संस्करण: | 1st ed. 2006. |
| श्रृंखला: | Springer Finance
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| विषय: | |
| ऑनलाइन पहुंच: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| टिप्पणी: |
Description d'après consultation du 05 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Interest rate models, an infinite dimensional stochastic analysis perspective, Rene A. Carmona, Michael R. Tehranchi, 2006, New York, Springer, 1 vol. (XIV-235 p.), Springer Finance, 3-540-27065-5 • Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective, Texte imprimé, 9783642066009 • Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective, Texte imprimé, 9783540812777 • Interest rate models, an infinite dimensional stochastic analysis perspective, Rene A. Carmona, Michael R. Tehranchi, 2006, New York, Springer, 1 vol. (XIV-235 p.), Springer Finance, 3-540-27065-5 |
विषय - सूची:
- 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