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
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