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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance) - Softcover
Inhaltsangabe
This book probes mathematical issues that arise in modeling interest rate term structure, by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.
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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 dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Print-on-DemandAnbieter: moluna, Greven, Deutschland
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Investigates interest rate models as stochastic evolution equations in infinite dimensionsThe three parts of the book offer an introduction to interest rates, a review of infinite dimensional stochastic analysis, and recent results in interest rat. Bestandsnummer des Verkäufers 5045701
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
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Taschenbuch. Zustand: Neu. Neuware -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 dimensional function spaces. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 252 pp. Englisch. Bestandsnummer des Verkäufers 9783642066009
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 dimensional function spaces. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models. Bestandsnummer des Verkäufers 9783642066009
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Verlag:
Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Taschenbuch
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 252 pp. Englisch. Bestandsnummer des Verkäufers 9783642066009
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Internationale Ausgabe
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective : An Infinite Dimensional Stochastic Analysis Perspective
Internationale AusgabeAnbieter: Sizzler Texts, SAN GABRIEL, CA, USA
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Soft cover. Zustand: New. Zustand des Schutzumschlags: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Bestandsnummer des Verkäufers ABE-10690678792
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Internationale Ausgabe
Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective
ISBN 10: 3642066003
ISBN 13: 9783642066009
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Trade paperback
Anbieter: Aideo Books, San Marino, CA, USA
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Trade paperback. Zustand: New in new dust jacket. First edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). 250 p. Springer Finance. Audience: Professional and scholarly. Bestandsnummer des Verkäufers K2300000396
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Interest Rate Models
Print-on-DemandAnbieter: Biblios, Frankfurt am main, HESSE, Deutschland
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Zustand: New. PRINT ON DEMAND pp. 252. Bestandsnummer des Verkäufers 183067161
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Interest Rate Models
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Zustand: New. pp. 252. Bestandsnummer des Verkäufers 263067155
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Interest Rate Models
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Zustand: New. Print on Demand pp. 252 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Bestandsnummer des Verkäufers 5862092
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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Paperback. Zustand: Brand New. 235 pages. 8.90x5.98x0.94 inches. In Stock. Bestandsnummer des Verkäufers x-3642066003
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