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. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory.
From the reviews:
''A wonderful book. The authors present some cutting-edge math.'' --WWW.RISKBOOK.COM
Ссылка удалена правообладателем ---- The book removed at the request of the copyright holder.
