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Mathematics of the Bond Market: A Levy Processes Approach - Encyclopedia of Mathematics and its Applications Barski, Michal (Uniwersytet Warszawski, Poland)
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Mathematics of the Bond Market: A Levy Processes Approach - Encyclopedia of Mathematics and its Applications
Barski, Michal (Uniwersytet Warszawski, Poland)
This book concerns stochastic models of the bond market in which randomness is generated by Lévy processes. It presents key results on arbitrage and completeness of the bond markets using the tools of stochastic analysis and stochastic PDEs. It offers many attractive mathematical problems.
398 pages
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 23 de abril de 2020 |
| ISBN13 | 9781107101296 |
| Editores | Cambridge University Press |
| Páginas | 398 |
| Dimensiones | 240 × 163 × 29 mm · 728 g |
| Lengua | Inglés |
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