Kód: 01660250
Term-Structure Models
Autor Damir Filipovic
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.
- Jazyk:
Angličtina - Vazba: Brožovaná
- Počet stran: 256
Nakladatelství: Springer, Berlin, 2012
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Anotace knihy
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.
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics
1315 Kč
- Plný název: Term-Structure Models
- Podnázev: A Graduate Course
- Autor: Damir Filipovic
- Jazyk: Angličtina
- Vazba: Brožovaná
- Počet stran: 256
- EAN: 9783642269158
- ISBN: 364226915X
- ID: 01660250
- Nakladatelství: Springer, Berlin
- Hmotnost: 416 g
- Rozměry: 236 × 155 × 14 mm
- Rok vydání: 2012
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