Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective

This PDF book is become immediate popular in Mathematics genre. Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective is written by famous author René Carmona and Ready to Download in ePUB, PDF or Kindle formats. Released by Springer Science & Business Media in 2007-05-22. Click Download Book button to get book file and read directly from your devices. Here is a quick description and cover image of Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective book.

Interest Rate Models  an Infinite Dimensional Stochastic Analysis Perspective
Author :
Publisher : Springer Science & Business Media
Release Date :
ISBN : 9783540270676
Pages : 236 pages
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Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective by René Carmona Book PDF Summary

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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