Monografie
Consistency problems for Heath-Jarrow-Morton interest rate models
- Sprache
-
Englisch
- Umfang
-
VIII, 134 S.
- ISBN
-
978-3-540-41493-3
- Identifier
-
960885560
- Reihe
-
Lecture notes in mathematics; 1760
Thema
Zinsstrukturtheorie ; Stochastisches Modell
Beteiligte Personen und Organisationen
- Inhaltsverzeichnis
- Rechteinformation
-
Der Zugriff auf Teile des Objekts ist unbeschränkt möglich.
- Letzte Aktualisierung
-
16.08.2023, 18:29 MESZ
Objekttyp
- Monografie
Ähnliche Objekte (12)
Term structure models : a graduate course
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Interest rate models : an infinite dimensional stochastic analysis perspective
Term structure modeling and estimation in a state space framework
Some mathematical models from population genetics
Disorder and critical phenomena through basic probability models
Random polymers
Stochastic biomathematical models : with applications to neuronal modeling
Libor market models with stochastic volatility and CMS spread option pricing
Stochastic methods in finance : lectures given at the CIME EMS summer school held in Bressanone/Brixen, Italy, July 6 - 12, 2003
Linearization methods for stochastic dynamic systems
Term structure models : a graduate course
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Interest rate models : an infinite dimensional stochastic analysis perspective
Term structure modeling and estimation in a state space framework
Some mathematical models from population genetics
Disorder and critical phenomena through basic probability models
Random polymers
Stochastic biomathematical models : with applications to neuronal modeling
Libor market models with stochastic volatility and CMS spread option pricing
Stochastic methods in finance : lectures given at the CIME EMS summer school held in Bressanone/Brixen, Italy, July 6 - 12, 2003
Linearization methods for stochastic dynamic systems
Term structure models : a graduate course
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Interest rate models : an infinite dimensional stochastic analysis perspective
Term structure modeling and estimation in a state space framework
Some mathematical models from population genetics
Disorder and critical phenomena through basic probability models
Random polymers
Stochastic biomathematical models : with applications to neuronal modeling
Libor market models with stochastic volatility and CMS spread option pricing
Stochastic methods in finance : lectures given at the CIME EMS summer school held in Bressanone/Brixen, Italy, July 6 - 12, 2003