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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics Damir Filipovic 2001 edition
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics
Damir Filipovic
Written for readers with knowledge in mathematical finance (in particular interest rate theory) 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.
138 pages, biography
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2001年3月27日 |
| ISBN13 | 9783540414933 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 138 |
| 寸法 | 155 × 235 × 8 mm · 217 g |
| 言語 | 英語 |
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