HJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Markets

DOI10.1007/978-3-540-73327-0_1zbMath1151.91438OpenAlexW127145959MaRDI QIDQ5435650

René A. Carmona

Publication date: 14 January 2008

Published in: Paris-Princeton Lectures on Mathematical Finance 2004 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-73327-0_1

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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