Carmona, Rene A.

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective [electronic resource] / by Rene A.Carmona, Michael R.Tehranchi. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006. - xiv, 235 p. : ill., digital ; 24 cm. - Springer Finance .

9783540270676 (electronic bk.) 9783540270652 (paper)


Bonds--Mathematical models.
Interest rates--Mathematical models.

HG4651 / .C32 2006

332.80151923