Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

Released on by René Carmona
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  • Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective Book Detail

  • Author : René Carmona
  • Release Date : 2007-05-22
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 236
  • ISBN 13 : 3540270671
  • File Size : 31,31 MB
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective by René Carmona PDF Summary

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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Infinite Dimensional Stochastic Analysis

Infinite Dimensional Stochastic Analysis

File Size : 64,64 MB
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This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of article