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