Interest rate models : an infinite dimensional stochastic analysis perspective

Author(s)

• Carmona, René
• Tehranchi, Michael R.

Bibliographic Information

Interest rate models : an infinite dimensional stochastic analysis perspective

René A. Carmona, Michael R. Tehranchi

（Springer finance）

Springer, c2006

Note

Includes bibliographical references (p. [217]-223) and indexes

Details

• NCID: BA7675920X
• ISBN:
  • 3540270655
• LCCN: 2006924286
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xiv, 235 p.
• Size: 24 cm
• Classification:
  • LCC : HG4651
• Subject Headings:
  • LCSH : Bonds -- Mathematical models
  • LCSH : Interest rates -- Mathematical models
• Parent Bibliography ID:
  • BA37506339