ISBN 9783540270652 | 3540270655 Textbooks - "Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective Springer Finance" by Carmona Michael Ren A Carmona Michael R Tehranchi MR Tehranchi Rene A and Tehranchi Ren A Carmona Ren Carmona

Authors: Carmona - Michael - René A. Carmona - Michael R. Tehranchi - M.R. Tehranchi - Rene A. an…
ISBN 10: 3540270655
ISBN 13: 9783540270652
Edition: 2006
Release: June 14, 2006
Format: Hardcover (250 pages)
List Price: $89.95
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List Price: $89.95

Tags: Business & Investing, Finance,

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