Interest rate models: an infinite dimensional stochastic analysis perspective
Series: Springer financePublication details: 2006 Springer BerlinDescription: xiv, 235 pISBN:- 9783540270652
- 332.80151923 C2I6
Item type | Current library | Item location | Collection | Shelving location | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|---|
Books | Vikram Sarabhai Library | Rack 20-A / Slot 744 (0 Floor, West Wing) | Non-fiction | General Stacks | 332.80151923 C2I6 (Browse shelf(Opens below)) | Available | 178311 |
Includes bibliographical references (p. 217-223) and indexes.
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.
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