Interest Rate Models
Subtitle: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)
Edition: 1 edition
Publisher: Springer
Published: June 14, 2006
Language: eng
Format: Hardcover
Number of pages: 235
ISBN-13: 9783540270652
Subjects: Finance; Stochastics; Business/Economics; Business & Economics; Business / Economics / Finance; Business & Economics / Finance; Infinite-Dimensional Stochastic Analysis; Interest-Rate Models; MSC (2000): 46T05, 46T12, 60H07, 60H15, 91B28; Malliavin Calculus; General; Bonds; Interest rates; Mathematical models