Monografie
Interest rate models : an infinite dimensional stochastic analysis perspective
- Language
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Englisch
- Extent
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XIV, 235 S.
- ISBN
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978-3-540-27065-2
- Identifier
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975941984
- Series
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Springer finance
Subject
Zinsstrukturtheorie ; Stochastisches Modell ; Stochastische Analysis ; Dimension unendlich
Contributor
- Table of contents
- Rights
-
Der Zugriff auf Teile des Objekts ist unbeschränkt möglich.
- Last update
-
16.08.2023, 6:26 PM CEST
Object type
- Monografie
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Aspekte unendlichdimensionaler Martingaltheorie und ihre Anwendung in der Theorie der Finanzmärkte
Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations
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Interacting stochastic systems
Consistency problems for Heath-Jarrow-Morton interest rate models
Analytically tractable stochastic stock price models
Interest rate management
Efficient methods for valuing interest rate derivatives
Term structure models : a graduate course
Stochastic modeling and optimization : with applications in queues, finance, and supply chains
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Aspekte unendlichdimensionaler Martingaltheorie und ihre Anwendung in der Theorie der Finanzmärkte
Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations
Stochastic biomathematical models : with applications to neuronal modeling
Interacting stochastic systems
Consistency problems for Heath-Jarrow-Morton interest rate models
Analytically tractable stochastic stock price models
Interest rate management
Efficient methods for valuing interest rate derivatives
Term structure models : a graduate course
Stochastic modeling and optimization : with applications in queues, finance, and supply chains
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Aspekte unendlichdimensionaler Martingaltheorie und ihre Anwendung in der Theorie der Finanzmärkte
Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations
Stochastic biomathematical models : with applications to neuronal modeling
Interacting stochastic systems
Consistency problems for Heath-Jarrow-Morton interest rate models
Analytically tractable stochastic stock price models
Interest rate management
Efficient methods for valuing interest rate derivatives
Term structure models : a graduate course