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Erschienen in:
Buchtitelbild

2001 | OriginalPaper | Buchkapitel

Definitions and Notation

verfasst von : Damiano Brigo, Fabio Mercurio

Erschienen in: Interest Rate Models Theory and Practice

Verlag: Springer Berlin Heidelberg

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In this first chapter we present the main definitions that will be used throughout the book. We will introduce the basic concepts in a rigorous way while providing at the same time intuition and motivation for their introduction. However, before starting with the definitions, a remark is in order.

Metadaten
Titel
Definitions and Notation
verfasst von
Damiano Brigo
Fabio Mercurio
Copyright-Jahr
2001
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-662-04553-4_1