Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)

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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Автор
 
Год
 
Страниц
 
235
ISBN
 
3540270655
Издатель
 
Llewellyn Publications
Категория
 
Разное

Описание:

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.

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