Interest rate models theory and practice
Year of publication: |
2001
|
---|---|
Authors: | Brigo, Damiano ; Mercurio, Fabio |
Publisher: |
Berlin [u.a.] : Springer |
Subject: | Zinsstrukturtheorie | Stochastisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
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Interest rate models : an infinite dimensional stochastic analysis perspective
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Einführung in die Stochastik der Finanzmärkte
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A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
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Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
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