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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance Rene Carmona Softcover reprint of hardcover 1st ed. 2006 edition
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発送予定日 年11月9日 - 年11月19日
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Springer Finance
Rene Carmona
This book 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.
236 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 | 2010年11月22日 |
| ISBN13 | 9783642066009 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 236 |
| 寸法 | 155 × 235 × 13 mm · 358 g |
| 言語 | 英語 |
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