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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover, 2006 ed.) Loot Price: R1,666

Discovery Miles 16 660

Repayment Terms: R156 pm x 12*

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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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Loot Price R1,666 Discovery Miles 16 660 | Repayment Terms: R156 pm x 12*

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Customer Reviews

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