UCL logo

UCL Discovery

UCL home » Library Services » Electronic resources » UCL Discovery

On the Representation of General Interest Rate Models as Square-Integrable Wiener Functionals.

Hughston, LP; Mina, F; (2012) On the Representation of General Interest Rate Models as Square-Integrable Wiener Functionals. In: Takahashi, A and Muromachi, Y and Nakaoka, H, (eds.) Recent Advances in Financial Engineering 2011. (1 - 20). World Scientific Publishing Company

Full text not available from this repository.


Type:Book chapter
Title:On the Representation of General Interest Rate Models as Square-Integrable Wiener Functionals.
ISBN:9814407321
ISBN-13:9789814407328
Keywords:interest rate models, term structure dynamics, Heath-Jarrow-Morton framework, pricing kernels, Wiener chaos, Flesaker-Hughston models, potentials
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Mathematics

Archive Staff Only: edit this record