000			nam a22 7a 4500
999			_c28430 _d28430
008			171004b xxu||||| |||| 00| 0 eng d
020			_a9783540221494
082			_a332.82015118 _bBRI
100			_aBrigo, Damiano
245			_aInterest rate models theory and practice : with smile, inflation and credit
250			_a2nd ed.
260			_bSpringer-Verlag Berlin, _c2006 _aBerlin:
300			_axiv, 235 p. _bill: _c24 cm.
365			_aEURO _b79.95/ Rs. 6276.08
490			_aSpringer finance
520			_aInterest 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			_aMathematical models
650			_aInterest rates
650			_aStochastic partial differential equations
650			_aHealth Jarrow Morton Framework
650			_aLIBOR market model
942			_2ddc _cBK