{"product_id":"interest-rate-models-an-infinite-dimensional-stochastic-analysis-perspective-hardcover","title":"Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective - Hardcover","description":"\u003cp\u003eby \u003cb\u003eRené Carmona\u003c\/b\u003e (Author), \u003cb\u003eM. R. Tehranchi\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book probes mathematical issues that arise in modeling interest rate term structure, by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.\u003c\/p\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eInterest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.\u003c\/p\u003e\u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 236\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.77 x 9.54 x 6.32 IN\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e May 08, 2006\u003c\/div\u003e","brand":"Books by splitShops","offers":[{"title":"Default Title","offer_id":42711413620799,"sku":"9783540270652","price":106.9,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0105\/8226\/1823\/files\/be66be347527e7a30a075289fb46c5e6.webp?v=1765058410","url":"https:\/\/dhlswag.com\/products\/interest-rate-models-an-infinite-dimensional-stochastic-analysis-perspective-hardcover","provider":"BBB","version":"1.0","type":"link"}