Term-structure models. A graduate course
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Publication:930271
DOI10.1007/978-3-540-68015-4zbMath1184.91002OpenAlexW4236324996MaRDI QIDQ930271
Publication date: 24 June 2008
Published in: Springer Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-68015-4
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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