- Retrait en 2 heures
- Assortiment impressionnant
- Paiement sécurisé
- Toujours un magasin près de chez vous
- Retrait gratuit dans votre magasin Club
- 7.000.0000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
245,45 €
+ 490 points
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.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 398
- Langue:
- Anglais
- Collection :
- Tome:
- n° 174
Caractéristiques
- EAN:
- 9781107101296
- Date de parution :
- 23-04-20
- Format:
- Livre relié
- Format numérique:
- Genaaid
- Dimensions :
- 163 mm x 236 mm
- Poids :
- 680 g
Seulement chez Librairie Club
+ 490 points sur votre carte client de Librairie Club
PROMOTION
INSPIRATION
Les avis
Nous publions uniquement les avis qui respectent les conditions requises. Consultez nos conditions pour les avis.