Interest rate models :

Carmona, Rene

Interest rate models : an infinite dimensional stochastic analysis perspective / Rene A. Carmona and Michael R. Tehranchi - Berlin : Springer, 2006 - xiv, 235 p. - Springer finance .

Includes bibliographical references (p. [217]-223) and indexes

3540270655 Rs.4064.09


Bonds--Mathematical models
Interest rates--Mathematical models
Stockhastic analysis
malliavin calculus

332.8015 / C2I6

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