Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Download or Read eBook Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective PDF written by René Carmona and published by Springer Science & Business Media. This book was released on 2007-05-22 with total page 236 pages. Available in PDF, EPUB and Kindle.
| Author | : René Carmona |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 236 |
| Release | : 2007-05-22 |
| ISBN-10 | : 9783540270676 |
| ISBN-13 | : 3540270671 |
| Rating | : 4/5 (76 Downloads) |
Book Synopsis Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective by : René Carmona
Book excerpt: 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
