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<title><![CDATA[Comentarios al libro: INTEREST RATE MODELS: AN INFINITE DIMENSIONAL STOCHASTIC ANALYSIS PERSPECTIVE]]></title>
<link><![CDATA[https://www.biblioeteca.com/biblioeteca.web/titulo/interest-rate-models%3A-an-infinite-dimensional-stochastic-analysis-perspective]]></link>
<description><![CDATA[This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory.<p>From the reviews:<p>"A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM]]></description>
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