Verwandte Artikel zu Interest Rate Models: an Infinite Dimensional Stochastic...
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance) - Softcover
Inhaltsangabe
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.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Von der hinteren Coverseite
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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Neu kaufen
Diesen Artikel anzeigen
EUR 85,45
EUR 13,78 für den Versand von Vereinigtes Königreich nach USA
Versandziele, Kosten & DauerWeitere beliebte Ausgaben desselben Titels
Suchergebnisse für Interest Rate Models: an Infinite Dimensional Stochastic...
Beispielbild für diese ISBN
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9783642066009_new
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: Brand New. 235 pages. 8.90x5.98x0.94 inches. In Stock. Artikel-Nr. x-3642066003
Anzahl: 2 verfügbar
Foto des Verkäufers
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9783642066009
Anzahl: 1 verfügbar