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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance) - Softcover
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.
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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.
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective : An Infinite Dimensional Stochastic Analysis Perspective
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Soft cover. Condition: New. Dust Jacket Condition: New. 1st Edition. **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
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International Edition
Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Trade paperback. Condition: New in new dust jacket. First edition. ***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 contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). 250 p. Springer Finance. Audience: Professional and scholarly. Seller Inventory # K2300000396
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
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Interest Rate Models : An Infinite Dimensional Stochastic Analysis Perspective
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Paperback)
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
New
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First Edition
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Paperback. Condition: new. Paperback. 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. Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9783642066009
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Interest Rate Models : An Infinite Dimensional Stochastic Analysis Perspective
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Interest Rate Models
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Published by
Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Interest Rate Models
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Interest Rate Models
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