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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics)
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Damir Filipovic 作者
Springer
譯者
2001-05-11 出版日期
145 頁數
USD 42.95 價格
Paperback
叢書系列
9783540414933 圖書編碼

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 圖書標籤: 數學  金融  經濟  利率  Finance   

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 用戶評價

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 著者簡介

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 著者簡介

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) 在線電子書 圖書描述

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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