10% OFF

Mathematics Of The Bond Market

A Levy Processes Approach

by Jerzy (Polish Academy Of Sciences) Zabczyk e Michal (Uniwersytet Warszawski, Poland) Barski
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, April of 2020 ‧
190,61€
10% OFF CARD
free shipping
Sell ​​your book
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.

Mathematics Of The Bond Market

A Levy Processes Approach

by Jerzy (Polish Academy Of Sciences) Zabczyk e Michal (Uniwersytet Warszawski, Poland) Barski

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