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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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- ÉditeurSpringer
- Date d'édition2010
- ISBN 10 3642066003
- ISBN 13 9783642066009
- ReliureBroché
- Langueanglais
- Numéro d'édition1
- Nombre de pages252
- Coordonnées du fabricantnon disponible
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Edité par
Springer Berlin Heidelberg, 2010
ISBN 10 : 3642066003
ISBN 13 : 9783642066009
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Investigates interest rate models as stochastic evolution equations in infinite dimensionsThe three parts of the book offer an introduction to interest rates, a review of infinite dimensional stochastic analysis, and recent results in interest rat. N° de réf. du vendeur 5045701
Quantité disponible : Plus de 20 disponibles
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Edité par
Springer Berlin Heidelberg, 2010
ISBN 10 : 3642066003
ISBN 13 : 9783642066009
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9783642066009
Quantité disponible : 1 disponible(s)
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Edité par
Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10 : 3642066003
ISBN 13 : 9783642066009
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 252 pp. Englisch. N° de réf. du vendeur 9783642066009
Quantité disponible : 2 disponible(s)
Edition internationale
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective : An Infinite Dimensional Stochastic Analysis Perspective
Edition internationaleVendeur : Sizzler Texts, SAN GABRIEL, CA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Soft cover. Etat : New. Etat de la jaquette : 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. N° de réf. du vendeur ABE-10690678792
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10 : 3642066003
ISBN 13 : 9783642066009
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 252 pp. Englisch. N° de réf. du vendeur 9783642066009
Quantité disponible : 2 disponible(s)
Edition internationale
Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective
Edité par
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin, 2010
ISBN 10 : 3642066003
ISBN 13 : 9783642066009
Neuf
Trade paperback
Vendeur : Aideo Books, San Marino, CA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Trade paperback. Etat : 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. N° de réf. du vendeur K2300000396
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Interest Rate Models
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 252. N° de réf. du vendeur 263067155
Quantité disponible : 4 disponible(s)
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 235 pages. 8.90x5.98x0.94 inches. In Stock. N° de réf. du vendeur x-3642066003
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Interest Rate Models
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 252 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. N° de réf. du vendeur 5862092
Quantité disponible : 4 disponible(s)
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Interest Rate Models
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. PRINT ON DEMAND pp. 252. N° de réf. du vendeur 183067161
Quantité disponible : 4 disponible(s)