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Sinopsis
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
Publicado por
Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 252 pp. Englisch. Nº de ref. del artículo: 9783642066009
Cantidad disponible: 2 disponibles
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Publicado por
Springer Berlin Heidelberg, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. 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: 9783642066009
Cantidad disponible: 1 disponibles
Edición internacional
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective : An Infinite Dimensional Stochastic Analysis Perspective
Edición internacionalLibrería: Sizzler Texts, SAN GABRIEL, CA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Soft cover. Condición: New. Estado de la sobrecubierta: 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. Nº de ref. del artículo: ABE-10690678792
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Publicado por
Springer Berlin Heidelberg, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
Nuevo
Tapa blanda
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
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: 5045701
Cantidad disponible: Más de 20 disponibles
Edición internacional
Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective
Publicado por
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, Berlin, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
Nuevo
Trade paperback
Librería: Aideo Books, San Marino, CA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Trade paperback. Condición: 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. Nº de ref. del artículo: K2300000396
Cantidad disponible: Más de 20 disponibles
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Publicado por
Springer Berlin Heidelberg, Springer Berlin Heidelberg Nov 2010, 2010
ISBN 10: 3642066003
ISBN 13: 9783642066009
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: 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. Nº de ref. del artículo: 9783642066009
Cantidad disponible: 2 disponibles
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Librería: Revaluation Books, Exeter, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: Brand New. 235 pages. 8.90x5.98x0.94 inches. In Stock. Nº de ref. del artículo: x-3642066003
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Interest Rate Models
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. pp. 252. Nº de ref. del artículo: 263067155
Cantidad disponible: 4 disponibles
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Interest Rate Models
Impresión bajo demandaLibrería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: 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. Nº de ref. del artículo: 5862092
Cantidad disponible: 4 disponibles
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9783642066009_new
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