Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540445487
Condition
New
Product Description

Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term structure of interest rates: an infinite-dimensional variable which is not directly observable. On the empirical side, this necessitates curve-fitting methods for the daily estimation of the term structure. Pricing models, on the other hand, are usually built upon stochastic factors representing the term structure in a finite-dimensional state space. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

Available Colors
Available Sizes
1 Offer Price Range: $34.99 - $34.99
BEST PRICE

Single Product Purchase

$34.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$34.99 $34.99

$34.99
See Site In stock Visit Store

Similar Products

Akademiker-Arbeitslosigkeit

$59.99

Electrical Materials

$119.99

The Lion, the Witch and the Wardrobe

$6.71

Migration in Irish History 1607-2007

$89.00

ICT Systems Security and Privacy Protection

$54.99

Organizational Behavior

$29.12

Research Methodologies and Ethical Challenges in Digital Migration Studies

$59.99

Leiden und Lebenskunst

$59.99

Model Reduction of Complex Dynamical Systems

$119.00

Schallschutz: Bauakustik

$129.99

Bilharziasis

$54.99

Neuroimaging of Movement Disorders

$169.99

Issues of Blood

$49.99

The CLES-Scale: An Evaluation Tool for Healthcare Education

$49.99

The Drama of Conservation

$129.00

Food Safety, Market Organization, Trade and Development

$84.99

Etwas mehr Analysis

$29.99

Simone Breaks All the Rules

$8.24

The Speed of Trust- The One Thing That Changes Everything by Stephen M. R. Covey

$20.99

ffentlichkeit und Vertraulichkeit

$69.99

Zeitschriften und Zeitschriftenforschung

$59.99

Vegetation between land and sea

$74.99

Becoming an Engineer in Public Universities

$54.99

Logic Synthesis and Verification

$169.99

Cliometrics of the Family

$199.99

Waste Reduction in Precast Construction

$129.99

Kinetic and Continuum Theories of Granular and Porous Media

$109.99

Intracranial Aneurysms

$84.99

Hypersaline Environments

$109.99

Elektromechanische Schaltungen und Schaltgerte

$89.99

Coastal Environments

$84.99

Genetic Engineering of Osmoregulation

$109.99

Das Passwort frs Leben heit Humor

$9.99

Markenmanagement mit System

$29.99

Schriften 1949 - 1954

$89.00

Die Nippon-Fahrer oder das wiedererschlossene Japan

$49.99

Epistemologische berzeugungen von Erzieherinnen und Erziehern

$64.99

Nearshore Sediment Transport

$169.99

Benchmarking Deutschland 2004

$59.99

Engineering Risks

$39.99