Mathematics of the Bond Market
- A Levy Processes Approach
- Indbinding:
- Hardback
- Sideantal:
- 398
- Udgivet:
- 23. April 2020
- Størrelse:
- 240x163x29 mm.
- Vægt:
- 728 g.
Leveringstid:
8-11 hverdage
Forventet levering: 4. Oktober 2024
Beskrivelse af Mathematics of the Bond Market
This book concerns stochastic models of the bond market in which randomness is generated by Levy 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.
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