**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.

Seller Inventory # ABE-10690678792

Contact seller

Report this item

Bibliographic Details

Title: Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective : An Infinite Dimensional Stochastic Analysis Perspective
Publisher: Springer
Publication Date: 2010
Language: English
ISBN 10: 3642066003
ISBN 13: 9783642066009
Binding: Soft cover
Edition: 1st Edition
Condition: New
Dust Jacket Condition: New

About this title

Synopsis

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.

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.

Store Description

Visit Seller's Storefront

Seller's business information

Sizzler Texts
CA, U.S.A.

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described on the Abebooks web
sites. If you're dissatisfied with your purchase (Incorrect Book/Not as
Described/Damaged) or if the order hasn't arrived, you're eligible for a refund
within 30 days of the estimated delivery date. If you've changed your mind about a
book that you've ordered, please use the Ask bookseller a question link to contact
us and we'll respond within 2 business days.

Shipping Terms

Orders usually ship within 2 business days. Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.

The information of European Union requirements:
Name of business: Sizzler Texts. Phone support unavailable, contact us by email.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	7 to 11 business days	3 to 7 business days
First item	US$ 9.99	US$ 14.99

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.