£102.07

Cambridge University Press Mathematics of the Bond Market: A Lévy Processes Approach: 174 (Encyclopedia of Mathematics and its Applications, Series Number 174)

Price data last checked 134 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£102 today · usual range £0–£0 · best ever £95

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 392 days • 392 data points (No recent data available)

Historical
Generating forecast...
£114.88 £92.92 £97.71 £102.50 £107.30 £112.09 £116.88 01 January 2025 08 April 2025 15 July 2025 21 October 2025 27 January 2026

Price Distribution

Price distribution over 392 days • 4 price ranges

Days at Price
Current Price
143 days 138 days · current 68 days 43 days 0 36 72 107 143 £95-99 £99-103 £107-111 £111-115 Days at Price

Price Analysis

Most common range: £95-99 (143 days, 36.5%)

Price range: £95 - £115

Price levels: 4 price ranges over 392 days

Description

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. 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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
23 April 2020
Listed Since
26 October 2019

Barcode

No barcode data available

Similar Products You Might Like

Quantitative Finance: A Simulation-Based Introduction Using Excel
97% match

Quantitative Finance: A Simulation-Based Introduction Using Excel

CRC Press

£68.99 26 Feb 2026
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: 143 (Frank J. Fabozzi Series)
97% match

Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: 143 (Frank J. Fabozzi Series)

Wiley

£51.05 13 Jan 2026
Bond Pricing and Yield Curve Modeling: A Structural Approach
96% match

Bond Pricing and Yield Curve Modeling: A Structural Approach

Cambridge University Press

£66.39 07 Feb 2026
Bond Markets, Analysis, and Strategies, tenth edition
96% match

Bond Markets, Analysis, and Strategies, tenth edition

MIT Press

£97.62 29 Jan 2026
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
96% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£124.00 13 Jan 2026
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
96% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£131.82 13 Jan 2026
Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
96% match

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£85.40 22 Feb 2026
Bond Math: The Theory Behind the Formulas (Wiley Finance)
96% match

Bond Math: The Theory Behind the Formulas (Wiley Finance)

Bloomberg Press

£71.49 29 Jan 2026
Mathematical Methods and Quantum Mathematics for Economics and Finance
96% match

Mathematical Methods and Quantum Mathematics for Economics and Finance

Springer

£59.81 05 Apr 2026
The Complete Practitioner's Guide to the Bond Market (PB)
96% match

The Complete Practitioner's Guide to the Bond Market (PB)

McGraw-Hill Education

£70.83 31 Jan 2026
Mathematical Methods and Quantum Mathematics for Economics and Finance
96% match

Mathematical Methods and Quantum Mathematics for Economics and Finance

Springer

£81.03 16 Feb 2026
Empirically Effective Government and Corporate Bond Pricing Models: Yield Curves and Default Curves
96% match

Empirically Effective Government and Corporate Bond Pricing Models: Yield Curves and Default Curves

Springer

£104.79 06 Feb 2026
Financial Products: An Introduction Using Mathematics and Excel
96% match

Financial Products: An Introduction Using Mathematics and Excel

Cambridge University Press

£83.89 15 Apr 2026
The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)
96% match

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

£64.95 06 Mar 2026
Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques
96% match

Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques

McGraw-Hill Education

£54.66 19 Apr 2026
Bond and Money Markets: Strategy, Trading, Analysis (Butterworth-Heinemann Finance)
96% match

Bond and Money Markets: Strategy, Trading, Analysis (Butterworth-Heinemann Finance)

Butterworth-Heinemann

£122.59 23 Jan 2026
Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)
96% match

Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

Wiley

£97.00 12 Jan 2026
Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach
96% match

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Wiley

£105.69 12 Jan 2026
Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)
96% match

Computation and Simulation for Finance: An Introduction with Python (Springer Undergraduate Texts in Mathematics and Technology)

£46.56 12 Dec 2025
Fixed Income Relative Value Analysis + Website: A Practitioner's Guide to the Theory, Tools, and Trades (The Wiley Finance Series)
96% match

Fixed Income Relative Value Analysis + Website: A Practitioner's Guide to the Theory, Tools, and Trades (The Wiley Finance Series)

Wiley

£54.51 17 Feb 2026
Quantitative Management of Bond Portfolios: 1 (Advances in Financial Engineering)
96% match

Quantitative Management of Bond Portfolios: 1 (Advances in Financial Engineering)

Princeton University Press

£91.90 26 Jan 2026
Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance
96% match

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Elsevier

£65.39 24 Feb 2026
Mathematical Methods for Financial Markets (Springer Finance)
96% match

Mathematical Methods for Financial Markets (Springer Finance)

Springer

£92.03 27 Jan 2026
Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series)
96% match

Stochastic Finance: A Numeraire Approach (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£190.00 23 Jan 2026