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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover, 2006 ed.) Loot Price: R1,664
Discovery Miles 16 640
Repayment Terms: R156 pm x 12*
You Save: R1,244 (43%)
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover, 2006 ed.): Rene Carmona, M.R....

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover, 2006 ed.)

Rene Carmona, M.R. Tehranchi

Series: Springer Finance

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List price R2,908 Loot Price R1,664 Discovery Miles 16 640 | Repayment Terms: R156 pm x 12* You Save R1,244 (43%)

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This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory.

From the reviews:

"A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Springer Finance
Release date: May 2006
First published: 2006
Authors: Rene Carmona • M.R. Tehranchi
Dimensions: 235 x 155 x 15mm (L x W x T)
Format: Hardcover
Pages: 236
Edition: 2006 ed.
ISBN-13: 978-3-540-27065-2
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Money & Finance > General
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LSN: 3-540-27065-5
Barcode: 9783540270652

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