rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Interest rate models
    sub title: an infinite dimensional stochastic analysis perspective
  name:
    name part: Carmona, R. (René)
    role:
      role term: creator
  name:
    name part: Tehranchi, Michael
    name part: 1975-
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: gw
    date issued: 2006
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: xiv, 235 pages : illustrations ; 24 cm.
  abstract: "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 dimension"--BOOK JACKET.
  table of contents: Pt. I. Term structure of interest rates. Data and instruments of the term structure of interest rates -- Term structure factor models -- Pt. II. Infinite dimensional stochastic analysis. Infinite dimensional integration theory -- Stochastic analysis in infinite dimensions -- Malliavin calculus -- Pt. III. Generalized models for the term structure. General models -- Specific models.
  note: René A. Carmona, Michael R. Tehranchi.
  note: Includes bibliographical references (pages [217]-223) and index.
  subject:
    topic: Interest rates
    topic: Mathematical models
  related item:
    title info:
      title: Springer finance
  identifier: 3540270655 (cloth : acid-free paper)
  identifier: 2006924286
  record info:
    record content source: COO
    record creation date: 030827
    record change date: 20151104062041.0
    record identifier: in00002182097