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Mathematics of the Bond Market
- A Levy Processes Approach
- Binding:
- Hardback
- Pages:
- 398
- Published:
- April 22, 2020
- Dimensions:
- 240x163x29 mm.
- Weight:
- 728 g.
Delivery:
2-3 weeks
Expected delivery: December 12, 2024
Description of Mathematics of the Bond Market
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.
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