Interest rate models : an infinite dimensional stochastic analysis perspective /
Saved in:
| 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: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8879306 |
MARC
| LEADER | 00000cam a2200000Ia 4500 | ||
|---|---|---|---|
| 001 | 8879306 | ||
| 003 | ICU | ||
| 005 | 20120827171900.0 | ||
| 006 | m d | ||
| 007 | cr cn| | ||
| 008 | 081017s2006 gw a ob 001 0 eng d | ||
| 019 | |a 228395521 |a 417149609 | ||
| 020 | |a 9783540270676 | ||
| 020 | |a 3540270671 | ||
| 020 | |a 9786610902620 | ||
| 020 | |a 6610902623 | ||
| 020 | |a 3540270655 (Cloth) | ||
| 020 | |a 9783540270652 (Cloth) | ||
| 035 | |a (OCoLC)262691850 |z (OCoLC)228395521 |z (OCoLC)417149609 | ||
| 037 | |a 978-3-540-27065-2 |b Springer |n http://www.springerlink.com | ||
| 040 | |a GW5XE |b eng |c GW5XE |d UAB |d DKU |d CEF |d N$T |d OCLCQ |d IDEBK | ||
| 049 | |a CGUA | ||
| 072 | 7 | |a BUS |x 034000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.801/51923 |2 22 |
| 090 | |a HG4651 |b .C32 2006eb | ||
| 100 | 1 | |a Carmona, R. |q (René) |1 http://viaf.org/viaf/39437235 | |
| 245 | 1 | 0 | |a Interest rate models : |b an infinite dimensional stochastic analysis perspective / |c René A. Carmona, Michael R. Tehranchi. |
| 260 | |a Berlin ; |a New York : |b Springer, |c c2006. | ||
| 300 | |a 1 online resource (xiv, 235 p.) : |b ill. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a computer |b c |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/c | ||
| 338 | |a online resource |b cr |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/cr | ||
| 490 | 1 | |a Springer finance | |
| 504 | |a Includes bibliographical references (p. [217]-223) and indexes. | ||
| 520 | 1 | |a "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. | |
| 588 | |a Description based on print version record. | ||
| 650 | 0 | |a Bonds |x Mathematical models. | |
| 650 | 0 | |a Interest rates |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2008104788 | |
| 650 | 6 | |a Obligations (Valeurs) |x Modèles mathématiques. | |
| 650 | 6 | |a Taux d'intérêt |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Interest. |2 bisacsh | |
| 650 | 1 | 7 | |a Rente. |2 gtt |
| 650 | 1 | 7 | |a Wiskundige modellen. |2 gtt |
| 650 | 1 | 7 | |a Stochastische analyse. |2 gtt |
| 650 | 1 | 7 | |a Portfolio-theorie. |2 gtt |
| 655 | 4 | |a Electronic books. | |
| 650 | 7 | |a Bonds |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00835897 | |
| 650 | 7 | |a Interest rates |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst00976191 | |
| 700 | 1 | |a Tehranchi, Michael, |d 1975- |0 http://id.loc.gov/authorities/names/no2002047156 |1 http://viaf.org/viaf/77453289 | |
| 776 | 0 | 8 | |i Print version: |a Carmona, R. (René). |t Interest rate models. |d Berlin ; New York : Springer, c2006 |z 3540270655 |z 9783540270652 |w (DLC) 2006924286 |w (OCoLC)63905352 |
| 830 | 0 | |a Springer finance. |0 http://id.loc.gov/authorities/names/n98008379 | |
| 856 | 4 | 0 | |u http://dx.doi.org/10.1007/b138563 |y SpringerLink |
| 903 | |a HeVa | ||
| 035 | |a (ICU)8879306 | ||
| 929 | |a eresource | ||
| 999 | f | f | |i 62808564-c4a2-5ec2-83e1-669a9725bbad |s 9badfa98-e20c-5e9f-a879-da851c9332c7 |
| 928 | |t Library of Congress classification |a HG4651 .C32 2006eb |l Online |c UC-FullText |u http://dx.doi.org/10.1007/b138563 |z SpringerLink |g ebooks |i 11460466 | ||