Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance) - Hardcover
Book 26 of 53: Springer Finance
Synopsis
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.
"synopsis" may belong to another edition of this title.
From the Back Cover
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.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Interest Rate Models: an Infinite Dimensional Stochastic...
Seller Image
Interest Rate Models : An Infinite Dimensional Stochastic Analysis Perspective
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4082454-n
Stock Image
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover)
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2006
ISBN 10: 3540270655
ISBN 13: 9783540270652
New
Hardcover
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. 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. Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9783540270652
Stock Image
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020164488
Stock Image
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783540270652_new
Buy New
US$ 69.51
US$ 16.40 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
Interest Rate Models : An Infinite Dimensional Stochastic Analysis Perspective
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4082454-n
Buy New
US$ 70.90
US$ 20.53 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Interest Rate Models
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 256. Seller Inventory # 26296215
Seller Image
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Published by
Springer Berlin Heidelberg Mai 2006, 2006
ISBN 10: 3540270655
ISBN 13: 9783540270652
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 252 pp. Englisch. Seller Inventory # 9783540270652
Buy New
US$ 65.32
US$ 27.27 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 2 available
Stock Image
Interest Rate Models
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. Print on Demand pp. 256 Illus. Seller Inventory # 7551688
Buy New
US$ 87.59
US$ 8.90 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 4 available
Stock Image
Interest Rate Models
Print on DemandSeller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 4 out of 5 stars
Condition: New. PRINT ON DEMAND pp. 256. Seller Inventory # 18296221
Buy New
US$ 96.49
US$ 11.80 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 4 available
Seller Image
Interest Rate Model: an Infinite Dimensional Stochastic Analysis Perspective. With 12 Figures
Published by
Springer-Vlg., Bln., Heidelberg, 2006
ISBN 10: 3540270655
ISBN 13: 9783540270652
Used
Hardcover
Seller: Der Buchfreund, Wien, Austria
Seller rating 4 out of 5 stars
Original-Pappband. Condition: Sehr gut. gr8 Original-Pappband en Mathematik (Springer Finance). Seller Inventory # 45800417
Buy Used
US$ 29.31
US$ 85.96 shipping
Ships from Austria to U.S.A.
Ships from Austria to U.S.A.
Quantity: 1 available