Carmona, René A.
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Table of contents
Part I. The Term Structure of Interest Rates
1. Data and Instruments of the Term Structure of Interest Rates
2. Term Structure Factor Models
Part II. Infinite Dimensional Stochastic Analysis
3. Infinite Dimensional Integration Theory
4. Stochastic Analysis in Infinite Dimensions
5. The Malliavin Calculus
Part III. Generalized Models for the Term Structure of Interest Rates
6. General Models
7. Specific Models
DRM-restrictions
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Nyckelord: MATHEMATICS / General MAT000000
- Författare
- Carmona, René A.
- Tehranchi, Michael R.
- Utgivare
- Springer
- Utgivningsår
- 2006
- Språk
- en
- Utgåva
- 1
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9783540270676
