Mathematics of the Bond Market: A Lévy Processes Approach
Author | : Michał Barski |
Publisher | : Cambridge University Press |
Total Pages | : 401 |
Release | : 2020-04-23 |
ISBN-10 | : 9781107101296 |
ISBN-13 | : 1107101298 |
Rating | : 4/5 (96 Downloads) |
Download or read book Mathematics of the Bond Market: A Lévy Processes Approach written by Michał Barski and published by Cambridge University Press. This book was released on 2020-04-23 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyses bond market models with Lévy stochastic factors, suitable for graduates and researchers in probability and mathematical finance.