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Consistency Problems Heath Jarrow Morton Interest by Filipovic Damir (10 results)
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Softcover. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library in GOOD condition with library-signature and stamp(s). Some traces of use. R-16439 9783540414933 Sprache: Englisch Gewicht in Gramm: 550.
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics, 1760)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In.
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics)
Published by Springer Berlin Heidelberg 2008-10-10, 2008
ISBN 10: 3540414932 ISBN 13: 9783540414933
Language: English
Paperback. Condition: New.
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Condition: New. pp. 148.
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Published by Springer Berlin Heidelberg, 2001
ISBN 10: 3540414932 ISBN 13: 9783540414933
Language: English
Kartoniert / Broschiert. Condition: New. Includes supplementary material: sn.pub/extrasBond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term st.
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Published by Springer, Berlin, Springer Berlin Heidelberg, Springer, 2001
ISBN 10: 3540414932 ISBN 13: 9783540414933
Language: English
Taschenbuch. Condition: Neu. Neuware - Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term structure of interest rates: an infinite-dimensional variable which is not directly observable. On the empirical side, this necessitates curve-fitting methods for the daily estimation of the term structure. Pricing models, on the other hand, are usually built upon stochastic factors representing the term structure in a finite-dimensional state space. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Published by Springer-Verlag GmbH, 2001
ISBN 10: 3540414932 ISBN 13: 9783540414933
Language: English
Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
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Condition: New. Print on Demand pp. 148 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Condition: New. PRINT ON DEMAND pp. 148.
