http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
an infinite dimensional stochastic analysis perspective
"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.
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.
Includes bibliographical references (pages [217]-223) and index.