Mathematics Of The Bond Market A Levy Processes Approach
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Mathematics of the Bond Market: A Lévy Processes Approach
| Author | : Michał Barski |
| Publisher | : Cambridge University Press |
| Total Pages | : 401 |
| Release | : 2020-04-23 |
| Genre | : Business & Economics |
| ISBN | : 1107101298 |
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Analyses bond market models with Lévy stochastic factors, suitable for graduates and researchers in probability and mathematical finance.
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