Term-structure models: a graduate course
Auteur :
Filipovic, Damir
Éditeur :
Filipovic, Damir
ISBN :
9783642269158
Date de publication :
6 avr. 2012
Dimensions :
23,4 x 15,6 x 1,4 cm
Poids :
383 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
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.