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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance) 4.0%OFF

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)

by Rený A. Carmona and M.R. Tehranchi

  • ISBN

    :  

    9783540270652

  • Publisher

    :  

    Springer

  • Subject

    :  

    Economics, Finance & Accounting, Mathematics

  • Binding

    :  

    HARDCOVER

  • Pages

    :  

    250

  • Year

    :  

    2006

₹

10235.0

4.0% OFF

₹

9825.0

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  • Description

    This book presents the mathematical issues thatarise 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

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