Carmona, Rene <br/><br/>
Interest rate models: an infinite dimensional stochastic analysis perspective 
Carmona, Rene 
 - Berlin  Springer  2006 
 - xiv, 235 p. 
 - Springer finance .
<br/><br/>Includes bibliographical references (p. 217-223) and indexes. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9783540270652 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance<br/>Bonds - Mathematical models<br/>Interest rates - Mathematical models
<br/><br/><label>Dewey Class. No.: </label>332.80151923  / C2I6