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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics Damir Filipovic 2001 edition
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics
Damir Filipovic
Written for readers with knowledge in mathematical finance (in particular interest rate theory) 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.
138 pages, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 27. marca 2001 |
| ISBN13 | 9783540414933 |
| Založniki | Springer-Verlag Berlin and Heidelberg Gm |
| Strani | 138 |
| Dimenzije | 155 × 235 × 8 mm · 217 g |
| Jezik | Angleščina |
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