Interest Rate Models
Carmona, Rene A.; Tehranchi, Michael R. (University of Cambridge, Cambridge UK)
ISBN 10: 3642066003 ISBN 13: 9783642066009
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
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Series: Springer Finance. Num Pages: 250 pages, biography. BIC Classification: KCBM; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 13. Weight in Grams: 391. . 2010. 1st ed. Softcover of orig. ed. 2006. Paperback. . . . . Books ship from the US and Ireland. Codice articolo V9783642066009
Riassunto:
This book probes mathematical issues that arise in modeling interest rate term structure, by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.
Dalla quarta di copertina:
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.
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Titolo: Interest Rate Models
Casa editrice: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Data di pubblicazione: 2010
Legatura: Brossura
Condizione: New
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective : An Infinite Dimensional Stochastic Analysis Perspective
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Soft cover. Condizione: New. Condizione sovraccoperta: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Codice articolo ABE-10690678792
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Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective
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Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Trade paperback. Condizione: New in new dust jacket. First edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). 250 p. Springer Finance. Audience: Professional and scholarly. Codice articolo K2300000396
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Investigates interest rate models as stochastic evolution equations in infinite dimensionsThe three parts of the book offer an introduction to interest rates, a review of infinite dimensional stochastic analysis, and recent results in interest rat. Codice articolo 5045701
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Taschenbuch. Condizione: Neu. Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective | René Carmona (u. a.) | Taschenbuch | xiv | Englisch | 2010 | Springer | EAN 9783642066009 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Codice articolo 107211613
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
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Condizione: New. Codice articolo ABLIING23Mar3113020215705
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
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Springer Berlin Heidelberg, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function spaces. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models. Codice articolo 9783642066009
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function spaces. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 252 pp. Englisch. Codice articolo 9783642066009
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
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Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 252 pp. Englisch. Codice articolo 9783642066009
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Interest Rate Models
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Condizione: New. pp. 252. Codice articolo 263067155
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Condizione: New. Print on Demand pp. 252 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Codice articolo 5862092
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