ISBN 9783540270652,Interest Rate Models

Interest Rate Models

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ISBN 9783540270652
Publisher

Ingram Publisher Services

Publication Year 2006
ISBN-13

ISBN 9783540270652

ISBN-10 3540270655
Binding

Hardback

Number of Pages 250 Pages
Subject

Finance

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. This text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and results in interest rate theory.
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