Mathematics of the Bond Market: A Lévy Processes Approach

Mathematics of the Bond Market: A Lévy Processes Approach
Author :
Publisher : Cambridge University Press
Total Pages : 401
Release :
ISBN-10 : 9781107101296
ISBN-13 : 1107101298
Rating : 4/5 (298 Downloads)

Book Synopsis Mathematics of the Bond Market: A Lévy Processes Approach by : Michał Barski

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.


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