Barski Micha (3 results)
Language: English
Published by Cambridge University Press, 2020
Series: Book 176 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contact seller5-star sellerCondition: New
US$ 273.43
US$ 10.50 shippingShips within U.S.A.Quantity: Over 20 available
Condition: New.
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Language: English
Published by Cambridge University Press, 2020
Series: Book 176 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
US$ 265.19
US$ 73.98 shippingShips from Germany to U.S.A.Quantity: 1 available
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 flexibl…e 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.
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Language: English
Published by Cambridge University Press, 2021
Series: Book 176 of 188 - Encyclopedia of Mathematics and its Applications
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 214.02
US$ 56.45 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 stocha…stic analysis and stochastic PDEs. It offers many .
