Mathematics of the Bond Market: A L�vy Processes Approach (Encyclopedia of Mathematics and its Applications, Band 174) (Encyclopedia of Math and its Applications, 174) - Hardcover

Buch 176�von 188: Encyclopedia of Mathematics and its Applications

Barski, Micha�; Zabczyk, Jerzy

9781107101296: Mathematics of the Bond Market: A L�vy Processes Approach (Encyclopedia of Mathematics and its Applications, Band 174) (Encyclopedia of Math and its Applications, 174)

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ISBN 10: 1107101298 ISBN 13: 9781107101296

Verlag: Cambridge University Press, 2020

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Analyses bond market models with L�vy stochastic factors, suitable for graduates and researchers in probability and mathematical finance.

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�ber die Autorin bzw. den Autor

Mich� Barski is Professor of Mathematics at the University of Warsaw. His interests include mathematical finance, especially bond market and risk measures. In the years 2011-2016 he held the position of Junior-Professor in Stochastic Processes and their Applications in Finance at the University of Leipzig.

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Verlag: Cambridge University Press
Erscheinungsdatum: 2020
Sprache: Englisch
ISBN 10: 1107101298
ISBN 13: 9781107101296
Einband: Gebundene Ausgabe
Anzahl der Seiten: 402
Kontakt zum Hersteller: preigu GmbH & Co. KG
mail@preigu.de

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Mathematics of the Bond Market: A L� vy Processes Approach (Encyclopedia of Mathematics and its Applications, Series Number 174)

Barski, Michal,Zabczyk, Jerzy

Verlag: Cambridge University Press, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Mathematics of the Bond Market: A L�vy Processes Approach (Encyclopedia of Mathematics and its Applications, Series Number 174)

Barski, Micha?; Zabczyk, Jerzy

Verlag: Cambridge University Press, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Mathematics of the Bond Market: A L�vy Processes Approach (Encyclopedia of Mathematics and its Applications, Series Number 174)

Barski, Micha?; Zabczyk, Jerzy

Verlag: Cambridge University Press, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Mathematics of the Bond Market: A L?vy Processes Approach (Encyclopedia of Mathematics and its Applications, Series Number 174)

Barski, Micha?

Verlag: Cambridge University Press, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Mathematics of the Bond Market (Hardcover)

Jerzy Zabczyk

Verlag: Cambridge University Press, Cambridge, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Hardcover. Zustand: new. Hardcover. 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 Levy 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 their completeness. Nonlinear stochastic partial differential equations (SPDEs) are an important tool in the analysis. The authors begin with a relatively elementary analysis in discrete time, suitable for readers who are not familiar with finance or continuous time stochastic analysis. The book should be of interest to mathematicians, in particular to probabilists, who wish to learn the theory of the bond market and to be exposed to attractive open mathematical problems. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verk�ufers 9781107101296

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Mathematics of the Bond Market: A L�vy Processes Approach (Encyclopedia of Mathematics and its Applications, Series Number 174)

Barski, Micha?; Zabczyk, Jerzy

Verlag: Cambridge University Press, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Mathematics of the Bond Market: A L�vy Processes Approach

Barski, Michal/ Zabczyk, Jerzy

Verlag: Cambridge Univ Pr, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Hardcover. Zustand: Brand New. 382 pages. 9.25x6.25x1.00 inches. In Stock. This item is printed on demand. Bestandsnummer des Verk�ufers __1107101298

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Mathematics of the Bond Market: A L�vy Processes Approach

Barski, Micha�|Zabczyk, Jerzy

Verlag: Cambridge University Press, 2021

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 . Bestandsnummer des Verk�ufers 335138635

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Mathematics of the Bond Market (Hardcover)

Jerzy Zabczyk

Verlag: Cambridge University Press, Cambridge, 2020

ISBN 10: 1107101298 ISBN 13: 9781107101296

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Hardcover. Zustand: new. Hardcover. 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 Levy 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 their completeness. Nonlinear stochastic partial differential equations (SPDEs) are an important tool in the analysis. The authors begin with a relatively elementary analysis in discrete time, suitable for readers who are not familiar with finance or continuous time stochastic analysis. The book should be of interest to mathematicians, in particular to probabilists, who wish to learn the theory of the bond market and to be exposed to attractive open mathematical problems. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Bestandsnummer des Verk�ufers 9781107101296

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