Author | : René Carmona |

Publisher | : Springer Science & Business Media |

Release Date | : 22 May 2007 |

ISBN | : 9783540270676 |

Pages | : 236 pages |

## 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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