Consistency problems for HJM interest rate models

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Author
Filipović, Damir
Date
2000
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-003882242
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Delbaen, Freddy
Examiner: Embrechts, Paul
Publisher
ETH Zürich
Subject
FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; ZINSSATZ; STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); UNENDLICHE DIMENSION (TOPOLOGIE); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; INTEREST RATE; STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); INFINITE DIMENSION (TOPOLOGY)
Organisational unit
03440 - Delbaen, Freddy  
Notes
Diss. Mathematische Wissenschaften ETH Zürich, Nr. 13603, 2000.
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