Mathematics Of The Bond Market
A Levy Processes Approach
language: english
Publisher:
CAMBRIDGE UNIVERSITY PRESS, April of 2020 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781107101296 |
| Publisher: | CAMBRIDGE UNIVERSITY PRESS |
| Release Date: | April of 2020 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 398 |
| Format: | Book |
| Collection: | Encyclopedia Of Mathematics And Its Applications |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
Books in English > Others |
| EAN: | 9781107101296 |
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