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This graduate textbook provides an introduction to the mathematics of term structure models in continuous time. The focus is on a mathematically straightforward but rigorous development of the theory.
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This graduate textbook provides an introduction to the mathematics of term structure models in continuous time. The focus is on a mathematically straightforward but rigorous development of the theory.
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- Editură: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Cod:
- Anul publicării: 2009
- Limba: Engleză
- Legarea: Legată
- Număr de pagini: 256
- Lățimea ambalajului: 16.2 cm
- Înălțimea ambalajului: 24.3 cm
- Adâncimea ambalajului: 1.7 cm
- Greutatea ambalajului: 576 g
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