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Published in:
Cover of the book

2001 | OriginalPaper | Chapter

Definitions and Notation

Authors : Damiano Brigo, Fabio Mercurio

Published in: Interest Rate Models Theory and Practice

Publisher: Springer Berlin Heidelberg

Included in: Professional Book Archive

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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.

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Metadata
Title
Definitions and Notation
Authors
Damiano Brigo
Fabio Mercurio
Copyright Year
2001
Publisher
Springer Berlin Heidelberg
Book
Interest Rate Models Theory and Practice

Print ISBN: 978-3-662-04555-8

Electronic ISBN: 978-3-662-04553-4

Copyright Year: 2001

DOI
https://doi.org/10.1007/978-3-662-04553-4_1