000			01230 a2200229 4500
008			140323b2006 xxu||||| |||| 00| 0 eng d
020			_a9783540270652
082			_a332.80151923 _bC2I6
100			_aCarmona, Rene _9221422
245			_aInterest rate models: an infinite dimensional stochastic analysis perspective _cCarmona, Rene
260			_c2006 _bSpringer _aBerlin
300			_axiv, 235 p.
365			_aEURO _b69.95
440			_aSpringer finance _913293
504			_aIncludes bibliographical references (p. 217-223) and indexes.
520			_aInterest 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			_aFinance
650			_aBonds - Mathematical models
650			_aInterest rates - Mathematical models
700			_aTehranchi, Michael R. _9210269
942			_cBK
999			_c376347 _d376347