Interest rate models an infinite dimensional stochastic analysis perspective pdf

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective RenĂŠ A. Carmona, M.R. Tehranchi

Publisher : Springer Release Date :

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Author : RenĂŠ A. Carmona, M.R. Tehranchi Download Here http://bit.ly/ebook_apetiga

This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory. From the reviews: "A wonderful book.

The authors present some cutting-edge math." --WWW.RISKBOOK.COM

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