Consistency problems for HJM interest rate models
dc.contributor.author
Filipović, Damir
dc.contributor.supervisor
Delbaen, Freddy
dc.contributor.supervisor
Embrechts, Paul
dc.date.accessioned
2017-06-13T02:46:37Z
dc.date.available
2017-06-13T02:46:37Z
dc.date.issued
2000
dc.identifier.uri
http://hdl.handle.net/20.500.11850/144529
dc.identifier.doi
10.3929/ethz-a-003882242
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH Zürich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK
dc.subject
ZINSSATZ
dc.subject
STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
UNENDLICHE DIMENSION (TOPOLOGIE)
dc.subject
FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS
dc.subject
INTEREST RATE
dc.subject
STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY)
dc.subject
INFINITE DIMENSION (TOPOLOGY)
dc.title
Consistency problems for HJM interest rate models
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
123 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.code.ddc
DDC - DDC::3 - Social sciences::330 - Economics
ethz.notes
Diss. Mathematische Wissenschaften ETH Zürich, Nr. 13603, 2000.
ethz.identifier.diss
13603
ethz.identifier.nebis
003882242
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-13T02:47:19Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a2ceef8463488
ethz.ecolpid
eth:23396
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-15T07:41:33Z
ethz.rosetta.lastUpdated
2020-02-15T00:27:47Z
ethz.rosetta.versionExported
true
ethz.COinS
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Doctoral Thesis [30280]