04267nam 22007815 450 99646637480331620220601111930.03-540-44548-X10.1007/b76888(CKB)1000000000233189(SSID)ssj0000322270(PQKBManifestationID)11243974(PQKBTitleCode)TC0000322270(PQKBWorkID)10299257(PQKB)10938197(DE-He213)978-3-540-44548-7(MiAaPQ)EBC6300596(MiAaPQ)EBC5584823(Au-PeEL)EBL5584823(OCoLC)1066189388(PPN)15518203X(EXLCZ)99100000000023318920121227d2001 u| 0engurnn#008mamaatxtccrConsistency Problems for Heath-Jarrow-Morton Interest Rate Models[electronic resource] /by Damir Filipovic1st ed. 2001.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2001.1 online resource (X, 138 p.)Lecture Notes in Mathematics,0075-8434 ;1760Bibliographic Level Mode of Issuance: Monograph3-540-41493-2 Includes bibliographical references (pages [129]-131) and index.Introduction -- Stochastic Equations in Infinite Dimension -- Consistent State Space Processes -- The HJM Methodology Revisited -- The Forward Curve Spaces H_w -- Invariant Manifolds for Stochastic Equations -- Consistent HJM Models -- Appendix: A Summary of Conditions.The book is written for a reader with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, such as provided by Revuz and Yor (Continuous Martingales and Brownian Motion, Springer 1991). It gives a short introduction both to interest rate theory and to stochastic equations in infinite dimension. The main topic is the Heath-Jarrow-Morton (HJM) methodology for the modelling of interest rates. Experts in SDE in infinite dimension with interest in applications will find here the rigorous derivation of the popular "Musiela equation" (referred to in the book as HJMM equation). The convenient interpretation of the classical HJM set-up (with all the no-arbitrage considerations) within the semigroup framework of Da Prato and Zabczyk (Stochastic Equations in Infinite Dimensions) is provided. One of the principal objectives of the author is the characterization of finite-dimensional invariant manifolds, an issue that turns out to be vital for applications. Finally, general stochastic viability and invariance results, which can (and hopefully will) be applied directly to other fields, are described.Lecture Notes in Mathematics,0075-8434 ;1760Applied mathematicsEngineering mathematicsFinanceEconomics, Mathematical ProbabilitiesApplications of Mathematicshttps://scigraph.springernature.com/ontologies/product-market-codes/M13003Finance, generalhttps://scigraph.springernature.com/ontologies/product-market-codes/600000Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Applied mathematics.Engineering mathematics.Finance.Economics, Mathematical .Probabilities.Applications of Mathematics.Finance, general.Quantitative Finance.Probability Theory and Stochastic Processes.332.8201511891B28msc60H15mscFilipovic Damirauthttp://id.loc.gov/vocabulary/relators/aut65736MiAaPQMiAaPQMiAaPQBOOK996466374803316Consistency problems for Heath-Jarrow-Morton interest rate models262228UNISA02821nam 2200685 450 99624785240331620230602173709.01-5416-9858-40-465-09303-50-7867-2545-10-465-07934-22027/heb00104(CKB)1000000000548087(EBL)1022980(OCoLC)890529554(SSID)ssj0000084883(PQKBManifestationID)12025422(PQKBTitleCode)TC0000084883(PQKBWorkID)10008009(PQKB)10593259(MiAaPQ)EBC1022980(MiAaPQ)EBC6966944(Au-PeEL)EBL6966944(MiAaPQ)EBC5368988(dli)HEB00104(MiU)MIU01000000000000005807602(EXLCZ)99100000000054808720180518d1982 uy 0engur|n|---|||||txtccrThe social transformation of American medicine /Paul Starr2nd ed.New York :Basic Books,1982.1 online resource (529 p.)Description based upon print version of record.0-465-09302-7 0-465-07935-0 Includes bibliographical references and index.CONTENTS; Preface; Acknowledgments; BOOK ONE: A SOVEREIGN PROFESSION - The Rise of Medical Authority and the Shaping of the Medical System ; INTRODUCTION ; The Social Origins of Professional Sovereignty; CHAPTER ONE ; Medicine in a Democratic Culture, 1760-1850; CHAPTER TWO ; The Expansion of the Market; CHAPTER THREE; The Consolidation of Professional Authority, 1850-1930; CHAPTER FOUR ; The Reconstitution of the Hospital; CHAPTER FIVE ; The Boundaries of Public Health; CHAPTER SIX ; Escape from the Corporation, 1900-1930BOOK TWO: THE STRUGGLE FOR MEDICAL CARE - Doctors, the State, and the Coming of the Corporation CHAPTER ONE ; The Mirage of Reform; CHAPTER TWO ; The Triumph of Accommodation; CHAPTER THREE ; The Liberal Years; CHAPTER FOUR ; End of a Mandate; CHAPTER FIVE ; The Coming of the Corporation; Notes; IndexMedical careUnited StatesHistorySocial medicineUnited StatesHistoryPhysiciansUnited StatesHistoryMedical careHistory.Social medicineHistory.PhysiciansHistory.305.9610973305/.961/0973Starr Paul1949-988664MiAaPQMiAaPQMiAaPQBOOK996247852403316The social transformation of American medicine2399576UNISAHealth Sciences