Carmona, Rene A.

Interest rate models : an infinite dimensional stochastic analysis perspective / Rene A. Carmona [and] Michael R. Tehranchi - Berlin : Springer, c2006 - xiv, 235 p. : ill. ; 24 cm. - Springer finance .

Includes bibliographical references and index

3540270655 : USD 69.95


Bonds--Mathematical models
Interest rates--Mathematical models

332.6323