Mathematics of the bond market: a Lévy processes approach/ Michal Barski, Jerzy Zabczyk.
Series: Encyclopedia of mathematics and its applications ; v. 174.Publisher: Cambridge, United Kingdom; New York, NY: Cambridge University Press, 2020Description: xvi, 382 pages: illustrations; 25 cmISBN:- 9781107101296
- 1107101298
- 519.22 B282m
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Books | Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.22 B282m 2020 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000800106 |
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519.2 Z86o 1986 IMPA One-dimensional stable distributions/ | 519.202 P937g 1974 IMPA Gibbs states on countable sets/ | 519.207 R147p 1972 IMPA Practical exercises in probability and statistics,: with answers and hints on solutions/ | 519.22 B282m 2020 IMPA Mathematics of the bond market: a Lévy processes approach/ | 519.22 B341d 2014 IMPA Diffusion processes and stochastic calculus/ | 519.22 B498n 2006 IMPA Noise-induced phenomena in slow-fast dynamical systems: a sample-paths approach/ | 519.22 C488f 2017 IMPA A forward-backward SDEs approach to pricing in carbon markets/ |
Includes bibliographical references and index.
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