£41.20

Springer Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)

Price data checked 4 days ago

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the most expensive it has ever been. Walk away.

£41 today · previous high £41 · all-time low £40

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 87 days · 87 data points (no recent data)

Historical
Generating forecast…
£41.20 £39.34 £39.75 £40.15 £40.56 £40.96 £41.37 29 April 2026 20 May 2026 11 June 2026 02 July 2026 24 July 2026

Price Distribution

Price distribution over 87 days • 2 price levels

Days at Price
Current Price
86 days 1 day · current 0 22 43 65 86 £40 £41 Days at Price

Price Analysis

Most common price: £40 (86 days, 98.9%)

Price range: £40 - £41

Price levels: 2 different prices over 87 days

Description

This book probes mathematical issues that arise in modeling interest rate term structure, by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
22 November 2010
Listed Since
20 September 2010

Barcode

No barcode data available

Similar Products You Might Like

Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)
98% match

Interest Rate Modeling: Post-Crisis Challenges and Approaches: 0 (SpringerBriefs in Quantitative Finance)

Springer

£49.12 16 Jul 2026
Stochastic Interest Rates (Mastering Mathematical Finance)
98% match

Stochastic Interest Rates (Mastering Mathematical Finance)

Cambridge University Press

£64.64 27 Jun 2026
ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION): 16 (Advanced Series on Statistical Science & Applied Probability)
98% match

ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION): 16 (Advanced Series on Statistical Science & Applied Probability)

World Scientific Publishing Company

£57.99 02 Jul 2026
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition): 1 (Economics: Current and Future Developments)
97% match

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition): 1 (Economics: Current and Future Developments)

Bentham Science Publishers

£93.36 10 Jul 2026
Term-Structure Models: A Graduate Course (Springer Finance)
97% match

Term-Structure Models: A Graduate Course (Springer Finance)

Springer

£43.29 26 Jun 2026
Economic Fundamentals Of Financial Markets
97% match

Economic Fundamentals Of Financial Markets

World Scientific Publishing Company

£70.95 04 Jul 2026
Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (third Edition): 3rd Edition: 1 (Advanced Series On Statistical Science And Applied Probability)
97% match

Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (third Edition): 3rd Edition: 1 (Advanced Series On Statistical Science And Applied Probability)

World Scientific Publishing Company

£82.05 16 Jun 2026
Interest Rate Modeling. Volume 3: Products and Risk Management
97% match

Interest Rate Modeling. Volume 3: Products and Risk Management

Atlantic Financial Press

£69.00 14 Jun 2026
Term-Structure Models: A Graduate Course (Springer Finance)
97% match

Term-Structure Models: A Graduate Course (Springer Finance)

Springer

£52.99 13 Jun 2026
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models
97% match

Interest Rate Modeling. Volume 1: Foundations and Vanilla Models

Atlantic Financial Press

£69.00 18 Jun 2026
Interest Rate Modelling (Finance and Capital Markets Series)
97% match

Interest Rate Modelling (Finance and Capital Markets Series)

MACMILLAN

£39.63 17 Jul 2026
Interest Rate Modelling: 77 (Wiley Series in Financial Engineering)
97% match

Interest Rate Modelling: 77 (Wiley Series in Financial Engineering)

Wiley

£87.59 20 Jun 2026
Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
97% match

Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

Springer

£54.71 11 Jun 2026
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis: 666 (Lecture Notes in Economics and Mathematical Systems, 666)
97% match

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis: 666 (Lecture Notes in Economics and Mathematical Systems, 666)

Springer

£40.80 17 Jul 2026
Modelling Interest Rates: Advances in Derivatives Pricing
97% match

Modelling Interest Rates: Advances in Derivatives Pricing

Risk Books

£85.00 10 Jul 2026
Interest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)
96% match

Interest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Chapman and Hall/CRC

£80.47 16 Jun 2026
Interest Rate Models: An Introduction
96% match

Interest Rate Models: An Introduction

Princeton University Press

£61.23 19 Jul 2026
Interest Rate Markets: A Practical Approach to Fixed Income: 501 (Wiley Trading)
96% match

Interest Rate Markets: A Practical Approach to Fixed Income: 501 (Wiley Trading)

Wiley

£48.43 04 Jul 2026
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)
96% match

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

MACMILLAN

£45.73 18 Jun 2026
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
96% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£123.92 16 Jun 2026
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
96% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£124.31 16 Jun 2026
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)
96% match

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

MACMILLAN

£64.99 25 Jun 2026
The LIBOR Market Model in Practice: 322 (The Wiley Finance Series)
96% match

The LIBOR Market Model in Practice: 322 (The Wiley Finance Series)

Wiley

£76.39 24 Jul 2026
Interest-Rate Management (Springer Finance)
96% match

Interest-Rate Management (Springer Finance)

Springer

£74.84 16 Jul 2026