Udvidet returret til d. 31. januar 2024

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective - Rene Carmona - Bog

Bag om Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642066009
  • Indbinding:
  • Paperback
  • Sideantal:
  • 236
  • Udgivet:
  • 22. november 2010
  • Udgave:
  • 12006
  • Størrelse:
  • 234x156x13 mm.
  • Vægt:
  • 391 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

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.

Brugerbedømmelser af Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective



Find lignende bøger
Bogen Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.