0
Your cart

Your cart is empty

Books > Business & Economics > Finance & accounting > Finance

Buy Now

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover, 2006 ed.) Loot Price: R1,651
Discovery Miles 16 510
You Save: R1,198 (42%)
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

 (sign in to rate)
List price R2,849 Loot Price R1,651 Discovery Miles 16 510 | Repayment Terms: R155 pm x 12* You Save R1,198 (42%)

Bookmark and Share

Expected to ship within 12 - 17 working days

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
Promotions
LSN: 3-540-27065-5
Barcode: 9783540270652

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Damaged Goods - The Rise and Fall of Sir…
Oliver Shah Paperback  (1)
R295 R269 Discovery Miles 2 690
Mr Bitcoin - How I Became A Millionaire…
Mpho Dagada Paperback R250 R231 Discovery Miles 2 310
How To Get A SARS Refund
Daniel Baines Paperback  (3)
R196 Discovery Miles 1 960
Death And Taxes - How SARS Made Hitmen…
Johann van Loggerenberg Paperback R295 R264 Discovery Miles 2 640
Smart Woman - How To Gain Financial…
Sylvia Walker Paperback  (5)
R360 Discovery Miles 3 600
Dynamic Auditing - A Student Edition
B. Marx, A. van der Watt, … Paperback R1,384 R1,262 Discovery Miles 12 620
Financial Management
Carlos Correia Paperback R975 R860 Discovery Miles 8 600
Graded Questions On Income Tax In South…
Kevin Mitchell, Lindsay Mitchell Paperback R662 Discovery Miles 6 620
SAICA Student Handbook 2024/2025 Volume…
Paperback R1,209 Discovery Miles 12 090
SILKE: South African Income Tax 2025
Paperback R1,353 R1,237 Discovery Miles 12 370
SAICA Student Handbook 2024/2025 Volume…
Paperback R825 Discovery Miles 8 250
Introductory Questions On SA Tax 2022…
Shaun Parsons Paperback R385 Discovery Miles 3 850

See more

Partners