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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Language
English
English
Book
Paperback
Written for readers with knowledge in mathematical finance and elementary stochastic analysis, this...
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Libristo code: 04333550
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Written for readers with knowledge in mathematical finance 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.
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About the book
Full name
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Author
Damir Filipovic
Language
English
English
Binding
Book - Paperback
Date of issue
2001
Number of pages
138
EAN
9783540414933
ISBN
3540414932
Libristo code
04333550
Weight
480
Dimensions
155 x 235 x 9
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