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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

af René A. Carmona, Cambridge UK) Tehranchi & Michael R. (University of Cambridge

627,95 - 754,95 kr.

This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions.
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- 627,95 kr.
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