Mathematics of the bond market: a Lévy processes approach/

Barski, Michal

Mathematics of the bond market: a Lévy processes approach/ Michal Barski, Jerzy Zabczyk. - xvi, 382 pages: illustrations; 25 cm. - Encyclopedia of mathematics and its applications; 174 . - Encyclopedia of mathematics and its applications; v. 174. .

Includes bibliographical references and index.

9781107101296 1107101298

2019053002


Bond market--Mathematical models
Finance--Mathematical models.
Lévy processes.

519.22 / B282m
© 2023 IMPA Library | Customized & Maintained by Sérgio Pilotto


Powered by Koha