Interest rate models: an infinite dimensional stochastic analysis perspective (Record no. 376347)
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000 -LEADER | |
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fixed length control field | 01230 a2200229 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 140323b2006 xxu||||| |||| 00| 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783540270652 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.80151923 |
Item number | C2I6 |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Carmona, Rene |
9 (RLIN) | 221422 |
245 ## - TITLE STATEMENT | |
Title | Interest rate models: an infinite dimensional stochastic analysis perspective |
Statement of responsibility, etc. | Carmona, Rene |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Date of publication, distribution, etc. | 2006 |
Name of publisher, distributor, etc. | Springer |
Place of publication, distribution, etc. | Berlin |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xiv, 235 p. |
365 ## - TRADE PRICE | |
Price type code | EURO |
Price amount | 69.95 |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
Title | Springer finance |
9 (RLIN) | 13293 |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Includes bibliographical references (p. 217-223) and indexes. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Finance |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Bonds - Mathematical models |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Interest rates - Mathematical models |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Tehranchi, Michael R. |
9 (RLIN) | 210269 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Book |
Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Non-fiction | Ahmedabad | Ahmedabad | 15/02/2013 | 7 | 2651.11 | 332.80151923 C2I6 | 178311 | 15/02/2013 | 5330.19 | 09/04/2020 | Book |