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Paperback Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective Book

ISBN: 3642066003

ISBN13: 9783642066009

Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective

The Term Structure of Interest Rates.- Data and Instruments of the Term Structure of Interest Rates.- Term Structure Factor Models.- Infinite Dimensional Stochastic Analysis.- Infinite Dimensional Integration Theory.- Stochastic Analysis in Infinite Dimensions.- The Malliavin Calculus.- Generalized Models for the Term Structure of Interest Rates.- General Models.- Specific Models.

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