Mathematics of the Bond Market (English, Michal Barski | Jerzy Zabczyk)
by Michal Barski | Jerzy Zabczyk
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781107101296
ISBN-10
1107101298
Author
Michal Barski | Jerzy Zabczyk
About the Book
Mathematical models of bond markets are of interest to researchers working in applied mathematics, especially in mathematical finance. This book concerns bond market models in which random elements are represented by Lévy processes. These are more flexible than classical models and are well suited to describing prices quoted in a discontinuous fashion. The book's key aims are to characterize bond markets that are free of arbitrage and to analyze…
ISBN: 9781107101296
ISBN-13: 9781107101296
ISBN-10: 1107101298
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Product ID: isbn-9781107101296
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