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Interest rate models : an infinite dimensional stochastic analysis perspective
[NT 42944] Record Type:
[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:
an infinite dimensional stochastic analysis perspective
[NT 47261] Author:
CarmonaR.,
[NT 47353] Alternative Intellectual Responsibility:
TehranchiMichael, 1975-
[NT 47351] Place of Publication:
Berlin
[NT 47263] Published:
Springer;
[NT 47352] Year of Publication:
c2006.
[NT 47264] Description:
xiv, 235 p.ill. : 24 cm.;
[NT 47298] Series:
Springer finance
[NT 47266] Subject:
Bonds - Mathematical models -
[NT 47266] Subject:
Interest rates - United States -
[NT 50961] ISBN:
3540270655
Interest rate models : an infinite dimensional stochastic analysis perspective
Carmona, R.
Interest rate models
: an infinite dimensional stochastic analysis perspective / Rene A. Carmona, Michael R. Tehranchi. - Berlin : Springer, c2006.. - xiv, 235 p. ; ill. ; 24 cm.. - (Springer finance).
Includes bibliographical references (p. [217]-223) and indexes..
ISBN 3540270655ISBN 9783540270652
BondsInterest rates -- Mathematical models -- United States
Tehranchi, Michael
Interest rate models : an infinite dimensional stochastic analysis perspective
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