Mathematics of the bond market : a Lévy processes approach

Author(s)

• Barski, Michał
• Zabczyk, Jerzy

Bibliographic Information

Mathematics of the bond market : a Lévy processes approach

Michał Barski, Jerzy Zabczyk

（Encyclopedia of mathematics and its applications / edited by G.-C. Rota, 174）

Cambridge University Press, 2020

• : hardback

Note

Includes bibliographical references (p. [373]-378) and index

Details

• NCID: BB30397957
• ISBN:
  • 9781107101296
• LCCN: 2019053002
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge
• Pages/Volumes: xvi, 382 p.
• Size: 25 cm
• Classification:
  • LCC : HG4651
  • DC23 : 332.63/23
• Subject Headings:
  • LCSH : Bond market -- Mathematical models
  • LCSH : Finance -- Mathematical models
  • LCSH : Lévy processes
• Parent Bibliography ID:
  • BA00064663