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9783540270652 - Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective Springer Finance by Carmona, René; Tehranchi, M R (18 results)
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Book 26 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
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Interest Rate Models : An Infinite Dimensional Stochastic Analysis Perspective
Book 26 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
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US$ 69.93
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Condition: New. pp. 256.
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Interest Rate Model: an Infinite Dimensional Stochastic Analysis Perspective. With 12 Figures
Book 26 of 53: Springer FinanceLanguage: English
Published by Springer-Vlg., Bln., Heidelberg, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
Original-Pappband. Condition: Sehr gut. gr8 Original-Pappband en Mathematik (Springer Finance).
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Interest Rate Models : An Infinite Dimensional Stochastic Analysis Perspective
Book 26 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 113.72
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Interest rate models an infinite dimensional stochastic analysis perspective
Book 26 of 53: Springer FinanceLanguage: English
Published by Springer Verlag Gmbh & Co. Kg, Berlin, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
TAPA DURA. Condition: New.
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Book 26 of 53: Springer FinanceUS$ 102.64
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Condition: As New. Unread book in perfect condition.
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Book 26 of 53: Springer FinanceLanguage: English
Published by Springer, Springer Vieweg, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
Buch. Condition: 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.
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Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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.
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Condition: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | 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.
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Book 26 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg Mai 2006, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
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.
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Condition: New. Print on Demand pp. 256 Illus.
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Condition: New. PRINT ON DEMAND pp. 256.
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Interest Rate Models
Book 26 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
Gebunden. Condition: 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.
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Book 26 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Mai 2006, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. Condition: 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.
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Buch. Condition: Neu. Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective | René Carmona (u. a.) | Buch | xiv | Englisch | 2006 | Springer | EAN 9783540270652 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
