TY  - GEN
AU  - Carmona, Rene
AU  - Tehranchi, Michael R. 
TI  - Interest rate models: an infinite dimensional stochastic analysis perspective
SN  - 9783540270652
U1  - 332.80151923 
PY  - 2006///
CY  - Berlin
PB  - Springer
KW  - Finance
KW  - Bonds - Mathematical models
KW  - Interest rates - Mathematical models
N1  - Includes bibliographical references (p. 217-223) and indexes
N2  - 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
ER  -