Interest rate models: an infinite dimensional stochastic analysis perspective (Record no. 376347)

MARC details
000 -LEADER
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
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal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

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