"Sinopsis" puede pertenecer a otra edición de este libro.
From the reviews:
"Interest rate models ... is a research monograph on the theory of interest rate models in infinite dimension. ... Concepts are presented in detail with appropriate examples. ... It is most suitable for researchers with good background in stochastic and functional analysis ... ." (Ita Cirovic Donev, MathDL-online, October, 2006)
"This book is a self-contained introduction to recent theoretical work that extends the Heath-Jarrow-Morton framework for modelling interest rates to infinite dimensions ... . this is a wonderful book. The authors present some cutting-edge math in their extension of stochastic calculus to infinite dimensions. ... you will find this a fascinating read." (www.riskbook.com, August, 2006)
"This book gives a rigorous, fairly complete and remarkably clear introduction to the modelling of stochastic term structure models from an infinite-dimensional point of view, and to recent research in that field. It can be used in multiple ways, as it can serve both as an introduction to the mechanics of interest rate modelling for specialists of stochastic analysis, and as an introduction to infinite-dimensional analysis for mathematicians from other fields or for practitioners. Detailed bibliographic comments are included ... ." (Nicolas Privault, Mathematical Reviews, Issue 2008 a)
This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory.
From the reviews:
"A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM
"Sobre este título" puede pertenecer a otra edición de este libro.
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Descripción Hardcover. Condición: new. Nº de ref. del artículo: 9783540270652
Descripción Condición: New. Nº de ref. del artículo: 4082454-n
Descripción Hardback or Cased Book. Condición: New. Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective 1.1. Book. Nº de ref. del artículo: BBS-9783540270652
Descripción Condición: New. Nº de ref. del artículo: ABLIING23Mar3113020164488
Descripción Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9783540270652_lsuk
Descripción Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 252 pp. Englisch. Nº de ref. del artículo: 9783540270652
Descripción Condición: New. Nº de ref. del artículo: 4082454-n
Descripción Condición: New. Presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. This text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and results in interest rate theory. Series: Springer Finance. Num Pages: 250 pages, biography. BIC Classification: KFF; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 15. Weight in Grams: 1190. . 2006. Hardback. . . . . Nº de ref. del artículo: V9783540270652
Descripción Buch. Condición: 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. Nº de ref. del artículo: 9783540270652
Descripción Gebunden. Condición: 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. Nº de ref. del artículo: 4886832