Interest rate models : an infinite dimensional stochastic analysis perspective
by
 
Carmona, R. (Renâe)

Title
: 
Interest rate models : an infinite dimensional stochastic analysis perspective

Author
: 
Carmona, R. (Renâe)

ISBN
: 
9783540270652

Personal Author
: 
Carmona, R. (Renâe)

Publication Information
: 
Berlin ; New York : Springer, c2006.

Physical Description
: 
xiv, 235 p. : ill. ; 24 cm.

Series
: 
Springer finance

Series Title
: 
Springer finance

Subject Term
: 
Bonds -- Mathematical models.
 
Interest rates -- Mathematical models.
 
Rente.
 
Wiskundige modellen.
 
Stochastische analyse.
 
Portfolio-theorie.

Added Author
: 
Tehranchi, Michael, 1975-

Electronic Access
: 
Publisher description http://www.loc.gov/catdir/enhancements/fy0663/2005936353-d.html


LibraryMaterial TypeItem BarcodeShelf NumberCopyStatus
IIEMSAGeneral Books33168020374167332.80151923 C291.I 20061On-Shelf Student