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9783540270652

Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective

Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective
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Product details

  • ISBN-13: 9783540270652
  • ISBN: 3540270655
  • Publisher: Springer

AUTHOR

Tehranchi, Michael, Carmona, Rene A.

SUMMARY

Probing mathematical issues that arise in modeling interest rate term structure, this book offers a crash course on interest rates, an introduction to infinite dimensional stochastic analysis, and results in interest rate theory.Tehranchi, Michael is the author of 'Interest Rate Models An Infinite Dimensional Stochastic Analysis Perspective' with ISBN 9783540270652 and ISBN 3540270655.

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