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Interest Rate Modeling - MaRDI portal

Interest Rate Modeling

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Publication:3121336

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DOI10.1201/9781351227421zbMath1409.91004OpenAlexW4241473071MaRDI QIDQ3121336

Publication date: 15 March 2019

Full work available at URL: https://doi.org/10.1201/9781351227421

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Interest rates, asset pricing, etc. (stochastic models) (91G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (1)

Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions

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