Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 59,99
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: Springer-Vlg., Bln., Heidelberg, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
Anbieter: Der Buchfreund, Wien, Österreich
Original-Pappband. Zustand: Sehr gut. gr8 Original-Pappband en Mathematik (Springer Finance).
Sprache: Englisch
Verlag: Springer, Springer Vieweg, 2006
ISBN 10: 3540270655 ISBN 13: 9783540270652
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. 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.
Anbieter: Buchpark, Trebbin, Deutschland
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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.
Anbieter: Buchpark, Trebbin, Deutschland
Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | 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.