Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective by Rene A. Carmona 9783642066009

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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. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory. From the reviews: "A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM

Book Information
ISBN 9783642066009
Author Rene A. Carmona
Format Paperback
Page Count 236
Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight(grams) 391g

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