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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics Damir Filipovic 2001 edition
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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models - Lecture Notes in Mathematics
Damir Filipovic
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.
138 pages, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 27, 2001 |
| ISBN13 | 9783540414933 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 138 |
| Dimensions | 155 × 235 × 8 mm · 217 g |
| Language | English |
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