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Interest rate models : an infinite dimensional stochastic analysis perspective /

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Bibliographic Details
Main Author: Carmona, R. (René)
Corporate Author: SpringerLink (Online service)
Other Authors: Tehranchi, Michael, 1975-
Format: eBook
Language:English
Published: Berlin ; New York : Springer, [2006]
Series:Springer finance.
Subjects:
Portfolio-theorie.
Rente.
Stochastische analyse.
Wiskundige modellen.
Bonds > Mathematical models.
Interest rates > Mathematical models.
Obligations (Valeurs) > Modèles mathématiques.
Taux d'intérêt > Modèles mathématiques.
Electronic books.
Online Access:Connect to the full text of this electronic book
Publisher description
Description
Item Description:Electronic resource.
Physical Description:xiv, 235 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [217]-223) and indexes.
ISBN:3540270671
9783540270676
DOI:10.1007/b138563