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
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