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Interest rate models : an infinite dimensional stochastic analysis perspective /

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Bibliographic Details
Main Author: Carmona, R. (René)
Other Authors: Tehranchi, Michael, 1975-
Format: Book
Language:English
Published: Berlin ; New York : Springer, [2006]
Series:Springer finance.
Subjects:
Interest rates > Mathematical models.
Description
Physical Description:xiv, 235 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [217]-223) and index.
ISBN:3540270655 (cloth : acid-free paper)