"Bons." . . "Mathématiques économiques." . . "Matemàtica." . . "SpringerLink (Service en ligne)" . . "Zinsstrukturtheorie" . . "Zinsstrukturtheorie." . "Interest rates Mathematical models." . . "Interest rates Mathematical models" . "Wiskundige modellen." . . "Tipus d'interès Models matemàtics." . . . . . . . . . . . . . . . . . . . "Llibres electrònics" . "Consistency problems for Heath-Jarrow-Morton interest rate models"@en . "Consistency problems for Heath-Jarrow-Morton interest rate models" . . . . . . . "The book is written for a reader with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, such as provided by Revuz and Yor (Continuous Martingales and Brownian Motion, Springer 1991). It gives a short introduction both to interest rate theory and to stochastic equations in infinite dimension. The main topic is the Heath-Jarrow-Morton (HJM) methodology for the modelling of interest rates. Experts in SDE in infinite dimension with interest in applications will find here the rigorous derivation of the popular \"Musiela equation\" (referred to in the book as HJMM equation). The convenient interpretation of the classical HJM set-up (with all the no-arbitrage considerations) within the semigroup framework of Da Prato and Zabczyk (Stochastic Equations in Infinite Dimensions) is provided. One of the principal objectives of the author is the characterization of finite-dimensional invariant manifolds, an issue that turns out to be vital for applications. Finally, general stochastic viability and invariance results, which can (and hopefully will) be applied directly to other fields, are described."@en . . . . "Consistency Problems for Heath-Jarrow-Morton Interest Rate Models" . . . . . . . . . . . . . . . "Consistency problems for Heath-Jarrow-Morton" . . . . . . . . . . "Electronic books"@en . . . . . . . "Online-Publikation" . . . . . . . . . . "Consistentie (logica)" . . "Taux d'intérêt." . . "Zinsstrukturtheorie Stochastisches Modell." . . "Stochastisches Modell Zinsstrukturtheorie." . . "Taux d'intérêt Modèles mathématiques." . . "Renter" . . "Stochastisches Modell" . . "Stochastisches Modell." . "Finances." . . "Obligacje modele matematyczne." . . "Obligation (Valeur mobilière)" . . "Distribució (Teoria de la probabilitat)" . . "Bons Models matemàtics." . . "Impostos." . . "Stopa procentowa modele matematyczne." . . "Obligationer" . . "Interés Modelos matemáticos." . . . . "Obligations (Valeurs) Modèles mathématiques." . . "Rente." . . "Renteteori" . . "Models matemàtics." . . "Modèle mathématique." . . "Bonds Mathematical models." . . "Bonds Mathematical models" . "Obligations (finances) Modèles mathématiques." . . "Obligationsmarkeder" . .