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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Consistency Problems for Heath-Jarrow-Morton Interest Rate Models Damir Filipovic
Libristo kod: 04333550
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ožujak 2001
Written for readers with knowledge in mathematical finance and elementary stochastic analysis, this... Cijeli opis
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Written for readers with knowledge in mathematical finance and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

Informacije o knjizi

Puni naziv Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Autor Damir Filipovic
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2001
Broj stranica 138
EAN 9783540414933
ISBN 3540414932
Libristo kod 04333550
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 480
Dimenzije 155 x 235 x 9

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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