Interest rate models : an infinite dimensional stochastic analysis perspective
René A. Carmona; Michael Tehranchi
| Year of publication: |
2006
|
|---|---|
| Authors: | Carmona, René ; Tehranchi, Michael R. |
| Publisher: |
Berlin : Springer |
| Subject: | HJM model | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Theorie | Theory | Zinsstrukturtheorie | Stochastisches Modell | Stochastische Analysis | Dimension unendlich |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [deposit.dnb.de] |
| Extent: | XIV, 235 S. graph. Darst. 235 mm x 155 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [217] - 223 |
| ISBN: | 3-540-27065-5 ; 978-3-540-27065-2 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003042088