
by Damir Filipovic (Author)
This graduate textbook provides an introduction to the mathematics of term structure models in continuous time. The focus is on a mathematically straightforward but rigorous development of the theory.
Format: Illustrated
Pages: 268
Edition: 2009
Publisher: Springer
Published: 14 Aug 2009
ISBN 10: 3540097260
ISBN 13: 9783540097266