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Titlebook: Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective; René A. Carmona,Michael R. Tehranchi Book 2006 Springer-Ver

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发表于 2025-3-21 16:15:49 | 显示全部楼层 |阅读模式
书目名称Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
编辑René A. Carmona,Michael R. Tehranchi
视频video
概述Investigates interest rate models as stochastic evolution equations in infinite dimensions.The three parts of the book offer an introduction to interest rates, a review of infinite dimensional stochas
丛书名称Springer Finance
图书封面Titlebook: Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective;  René A. Carmona,Michael R. Tehranchi Book 2006 Springer-Ver
描述.Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective. studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function spaces. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models..
出版日期Book 2006
关键词Infinite-Dimensional Stochastic Analysis; Interest-Rate Models; Malliavin Calculus; calculus; ergodicity
版次1
doihttps://doi.org/10.1007/b138563
isbn_softcover978-3-642-06600-9
isbn_ebook978-3-540-27067-6Series ISSN 1616-0533 Series E-ISSN 2195-0687
issn_series 1616-0533
copyrightSpringer-Verlag Berlin Heidelberg 2006
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bject; it is 40 µg/d during the neonatal period and 150 µg/d in the adult. The iodine requirement increases to approx 200 µg/d during pregnancy. Severe iodine deficiency, leading to various degrees of cretinism, is the major cause of mental and physical retardation in many developing countries, and
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of nodules incidentally detected at autopsy, or by the use of high-resolution ultrasonography, has ranged from 20–65% in individuals without a prior history of thyroid disease .. Thyroid nodules are more common in women, estimates varying from a female-to-male ratio of 1.2 : 1 . to 4.3 : 1 ., and i
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ity group, are rural, poor, isolated, and self-subsistent on iodine-deficient desert land entirely dependent on irrigation (.). We previously reported studies from the Hotien region of southern Xinjiang describing the parameters of iodine deficiency disease, indicating that 8–11 Yo of infants have d
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s can be expected to have a marked effect on the lives and livelihood of mountain people. At present, there is little understanding of the process through which the impacts of water hazards influence the choice of household response, including the decision to migrate for work; and the role of remitt
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s can be expected to have a marked effect on the lives and livelihood of mountain people. At present, there is little understanding of the process through which the impacts of water hazards influence the choice of household response, including the decision to migrate for work; and the role of remitt
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aches for considering the environment/climate/migration nexus. Research on the subject is still frequently narrowed down to climate change vulnerability and the environmental push factor. The book establishes the interconnections between societal and environmental vulnerability, and migration and ca
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