ISBN 9783540414933,Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

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ISBN 9783540414933
Publisher

Ingram Publisher Services

Publication Year 2001
ISBN-13

ISBN 9783540414933

ISBN-10 3540414932
Binding

Paperback

Number of Pages 148 Pages
Subject

Applied mathematics

Written for readers with knowledge in mathematical finance and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.
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