Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models by Damir Filipovic.

The book is written for a reader with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, such as provided by Revuz and Yor (Continuous Martingales and Brownian Motion, Springer 1991). It gives a short introduction both to interest rate theory a...

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Bibliographic Details
Main Author: Filipovic, Damir (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2001.
Edition:1st ed. 2001.
Series:Lecture Notes in Mathematics, 1760
Springer eBook Collection.
Subjects:
Applied mathematics.
Engineering mathematics.
Finance.
Economics, Mathematical .
Probabilities.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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