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Cambridge University Press Cambridge Mathematics of the Bond Market - Levy Processes
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Description
Key Features
This book is part of the Encyclopedia of Mathematics and its Applications, Series Number 174.
The text focuses on bond market models using Levy processes to represent random elements.
It provides a flexible alternative to classical models for describing discontinuous price quotes.
The content aims to characterize arbitrage-free bond markets and analyze market completeness.
Authors use nonlinear stochastic partial differential equations (SPDEs) for mathematical analysis.
Published by Cambridge University Press for researchers in applied mathematics and finance.
Product Specifications
- Format
- hardcover
- ASIN
- 1107101298
- Domain
- Amazon UK
- Release Date
- 23 April 2020
- Listed Since
- 26 October 2019
Barcode
No barcode data available
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