Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

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...

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Bibliographic Details
Main Authors: Carmona, René A. (Author), Tehranchi, Michael R. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
Series:Springer Finance
Subjects:
Mathematics.
Economics, Mathematical.
Macroeconomics.
Quantitative Finance.
Macroeconomics/Monetary Economics//Financial Economics.
Online Access:Full Text via HEAL-Link

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Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

Holdings details from ΒΚΠ - Πατρα: ALFd
Call Number: 330.01 BAU
Copy 1 Available

ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
Copy 2 Available
Copy 3 Available

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