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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics)
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简体网页||繁体网页
Damir Filipovic 作者
Springer
译者
2001-05-11 出版日期
145 页数
USD 42.95 价格
Paperback
丛书系列
9783540414933 图书编码

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在线电子书 图书标签: 数学  金融  经济  利率  Finance   

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024


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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在线电子书 著者简介

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在线电子书 图书描述

Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term structure of interest rates: an infinite-dimensional variable which is not directly observable. On the empirical side, this necessitates curve-fitting methods for the daily estimation of the term structure. Pricing models, on the other hand, are usually built upon stochastic factors representing the term structure in a finite-dimensional state space. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

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