Mathematics of the Bond Market: A Levy Processes Approach - Encyclopedia of Mathematics and its Applications - Barski, Michal (Uniwersytet Warszawski, Poland) - Books - Cambridge University Press - 9781107101296 - April 23, 2020
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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

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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 23, 2020
ISBN13 9781107101296
Publishers Cambridge University Press
Pages 398
Dimensions 240 × 163 × 29 mm   ·   728 g
Language English  

See all of Barski, Michal (Uniwersytet Warszawski, Poland) ( e.g. Hardcover Book )