Mathematics of the Bond Market: A Lévy Processes Approach. Questo articolo non è disponibile.
Lingua: inglese
Editore: Cambridge Univ Pr, 2020
Serie: Libro 176 di 188 - Encyclopedia of Mathematics and its Applications
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Codice articolo __1107101298
- Titolo
- Mathematics of the Bond Market: A Lévy Processes Approach
- Autore
- Barski, Michal/ Zabczyk, Jerzy
- Editore
- Cambridge Univ Pr
- Anno di pubblicazione
- 2020
- Condizione
- Brand New
- Rilegatura
- Hardcover
- Lingua
- inglese
- ISBN 10
- 1107101298
- ISBN 13
- 9781107101296
- Peso dell'articolo
- 0,71 chilogrammi
- Serie
- Libro 176 di 188: Encyclopedia of Mathematics and its Applications
Analyses bond market models with Lévy stochastic factors, suitable for graduates and researchers in probability and mathematical finance.
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Informazioni sull’autore
Michał Barski is Professor of Mathematics at the University of Warsaw. His interests include mathematical finance, especially bond market and risk measures. In the years 2011–2016 he held the position of Junior-Professor in Stochastic Processes and their Applications in Finance at the University of Leipzig.
Jerzy Zabczyk is Professor Emeritus in the Institute of Mathematics at the Polish Academy of Sciences. His research interests include stochastic processes, evolution equations, control theory and mathematical finance. He published over ninety research papers. He is the author or co-author of seven books including Stochastic Equations in Infinite Dimensions (Cambridge, 1992, 2008, 2014), Stochastic Partial Differential Equations with Lévy Noise (Cambridge, 2007) and Mathematical Control Theory: An Introduction (1992, 1996, 2020).
Jerzy Zabczyk is Professor Emeritus in the Institute of Mathematics at the Polish Academy of Sciences. His research interests include stochastic processes, evolution equations, control theory and mathematical finance. He published over ninety research papers. He is the author or co-author of seven books including Stochastic Equations in Infinite Dimensions (Cambridge, 1992, 2008, 2014), Stochastic Partial Differential Equations with Lévy Noise (Cambridge, 2007) and Mathematical Control Theory: An Introduction (1992, 1996, 2020).
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