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Book Chapter

Definitions and Notation

Springer Berlin Heidelberg, (2007), 1-22
DOI: 10.1007/978-3-540-34604-3_1
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Abstract

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...

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Definitions and Notation. (2007). In Interest Rate Models — Theory and Practice (pp. 1–22). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-540-34604-3_1

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