Mathematics of the Bond Market

Name: Mathematics of the Bond Market: A Lévy Processes Approach
Brand: Cambridge University Press
SKU: 9781107101296
Price: 4226.00 INR
Availability: InStock

A Lévy Processes Approach

by Michal Barski, Jerzy Zabczyk

Cambridge University Press

₹4,226

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From the publisher

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.

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