Code: 01660250
Term-Structure Models
by 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.
- Language:
English - Binding: Paperback
- Number of pages: 256
Publisher: Springer, Berlin, 2012
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57.55 €
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Book synopsis
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.
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
57.55 €
- Full title: Term-Structure Models
- Subtitle: A Graduate Course
- Author: Damir Filipovic
- Language: English
- Binding: Paperback
- Number of pages: 256
- EAN: 9783642269158
- ISBN: 364226915X
- ID: 01660250
- Publisher: Springer, Berlin
- Weight: 416 g
- Dimensions: 236 × 155 × 14 mm
- Published: 2012
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