Mathematics of the Bond Market: A Lévy Processes Approach: 174 (Encyclopedia of Mathematics and its Applications, Series Number 174) - Tapa dura

Libro 176 de 188: Encyclopedia of Mathematics and its Applications

Zabczyk, Jerzy; Barski, Michał

 
9781107101296: Mathematics of the Bond Market: A Lévy Processes Approach: 174 (Encyclopedia of Mathematics and its Applications, Series Number 174)
Tapa dura
ISBN 10: 1107101298 ISBN 13: 9781107101296
Editorial: Cambridge University Press, 2021

Sinopsis

Analyses bond market models with Lévy stochastic factors, suitable for graduates and researchers in probability and mathematical finance.

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Acerca de los autores

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).

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Editorial
Cambridge University Press
Año de publicación
2021
Idioma
Inglés
ISBN 10 
1107101298
ISBN 13 
9781107101296
Encuadernación
Tapa dura
Número de páginas
402
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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