{"product_id":"interest-rate-models-rene-carmona-9783540270652","title":"Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective","description":"\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\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e René Carmona, M. R. Tehranchi\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3540270655\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783540270652\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/08\/2006\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 236\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.54h x 6.32w x 0.77d","brand":"René Carmona","offers":[{"title":"Hardcover","offer_id":44073632694527,"sku":"9783540270652","price":54.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_f000ac27-0e22-4373-8729-3a49bf71525e.jpg?v=1685448976","url":"https:\/\/www.whiterainbookhouse.com\/products\/interest-rate-models-rene-carmona-9783540270652","provider":"WR Book House","version":"1.0","type":"link"}