Interest rate models : an infinite dimensional stochastic analysis perspective /
"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 dimension."-...
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| Format: | Book |
| Language: | English |
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Berlin ; New York :
Springer,
c2006
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| Series: | Springer finance
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