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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

Bag om Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642066009
  • Indbinding:
  • Paperback
  • Sideantal:
  • 236
  • Udgivet:
  • 22. november 2010
  • Udgave:
  • 12006
  • Størrelse:
  • 234x156x13 mm.
  • Vægt:
  • 391 g.
Leveringstid: 8-11 hverdage
Forventet levering: 20. november 2024

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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.

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