By René Carmona,M R Tehranchi

ISBN-10: 3540270655

ISBN-13: 9783540270652

ISBN-10: 3642066003

ISBN-13: 9783642066009

This booklet offers the mathematical matters that come up in modeling the rate of interest time period constitution via casting the interest-rate versions as stochastic evolution equations in endless dimensions. The textual content encompasses a crash path on rates of interest, a self-contained advent to limitless dimensional stochastic research, and up to date ends up in rate of interest theory.


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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective: An Infinite-dimensional Stochastic Analysis Perspective (Springer Finance) by René Carmona,M R Tehranchi


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