Interest rate models: an infinite dimensional stochastic analysis perspective Carmona, Rene

By:

Carmona, Rene

Contributor(s):

Tehranchi, Michael R

Series: Springer financePublication details: 2006 Springer BerlinDescription: xiv, 235 pISBN:

9783540270652

Subject(s):

DDC classification:

332.80151923 C2I6

Summary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	332.80151923 C2I6 (Browse shelf(Opens below))	Available		178311

Total holds: 0

Browsing Ahmedabad shelves, Collection: Non-fiction Close shelf browser (Hides shelf browser)

Previous
Previous	332.750940903 H4 The history of bankruptcy: economic, social and cultural implications in early modern Europe	332.750973 S8A8 As we forgive our debtors: bankruptcy and consumer credit in America	332.8015118 H3I6 Interest rate modelling in the multi-curve framework: foundations, evolution and implementation	332.80151923 C2I6 Interest rate models: an infinite dimensional stochastic analysis perspective

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

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.

There are no comments on this title.

to post a comment.