Interest rate models : an infinite dimensional stochastic analysis perspective /

Saved in:

Bibliographic Details
Author / Creator:	Carmona, R. (René)
Imprint:	Berlin ; New York : Springer, c2006.
Description:	1 online resource (xiv, 235 p.) : ill.
Language:	English
Series:	Springer finance Springer finance.
Subject:	Bonds -- Mathematical models. Interest rates -- Mathematical models. Bonds -- Mathematical models. Interest rates -- Mathematical models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8879306

Hidden Bibliographic Details
Other authors / contributors:	Tehranchi, Michael, 1975-
ISBN:	9783540270676 3540270671 9786610902620 6610902623 3540270655 (Cloth) 9783540270652 (Cloth)
Notes:	Includes bibliographical references (p. [217]-223) and indexes. Description based on print version record.
Summary:	"Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimension."--Jacket.
Other form:	Print version: Carmona, R. (René). Interest rate models. Berlin ; New York : Springer, c2006 3540270655 9783540270652

Similar Items