| 000 -LEADER |
|---|
| fixed length control field |
nam a22 7a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
171004b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783540221494 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.82015118 |
| Item number |
BRI |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Brigo, Damiano |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Interest rate models theory and practice : with smile, inflation and credit |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher, distributor, etc |
Springer-Verlag Berlin, |
| Date of publication, distribution, etc |
2006 |
| Place of publication, distribution, etc |
Berlin: |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 235 p. |
| Other physical details |
ill: |
| Dimensions |
24 cm. |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
EURO |
| Price amount |
79.95/ Rs. 6276.08 |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Springer finance |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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 dimension. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical models |
|
|---|
| Topical term or geographic name as entry element |
Interest rates |
|
|---|
| Topical term or geographic name as entry element |
Stochastic partial differential equations |
|
|---|
| Topical term or geographic name as entry element |
Health Jarrow Morton Framework |
|
|---|
| Topical term or geographic name as entry element |
LIBOR market model |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Books |