Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: Books From California, Simi Valley, CA, Estados Unidos de America
EUR 54,42
Cantidad disponible: 3 disponibles
Añadir al carritohardcover. Condición: Very Good. Cover and edges may have some wear.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
EUR 146,84
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: GoldBooks, Denver, CO, Estados Unidos de America
EUR 153,50
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: new.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: California Books, Miami, FL, Estados Unidos de America
EUR 165,75
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New.
Idioma: Inglés
Publicado por Cambridge University Press, Cambridge, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
EUR 175,57
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover. Condición: new. Hardcover. 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 Levy 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. This book concerns stochastic models of the bond market in which randomness is generated by Levy processes. It presents key results on arbitrage and completeness of the bond markets using the tools of stochastic analysis and stochastic PDEs. It offers many attractive mathematical problems. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 163,46
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. In.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 228,03
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 217,83
Cantidad disponible: 2 disponibles
Añadir al carritoHardcover. Condición: Brand New. 382 pages. 9.25x6.25x1.00 inches. In Stock.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 212,15
Cantidad disponible: 1 disponibles
Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: YESIBOOKSTORE, MIAMI, FL, Estados Unidos de America
EUR 140,98
Cantidad disponible: 1 disponibles
Añadir al carritohardcover. Condición: As New. This item is printed on demand.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 174,78
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover. Condición: Brand New. 382 pages. 9.25x6.25x1.00 inches. In Stock. This item is printed on demand.
Idioma: Inglés
Publicado por Cambridge University Press, Cambridge, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: CitiRetail, Stevenage, Reino Unido
EUR 179,62
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover. Condición: new. Hardcover. 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 Levy 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. This book concerns stochastic models of the bond market in which randomness is generated by Levy processes. It presents key results on arbitrage and completeness of the bond markets using the tools of stochastic analysis and stochastic PDEs. It offers many attractive mathematical problems. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Idioma: Inglés
Publicado por Cambridge University Press, 2021
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: moluna, Greven, Alemania
EUR 171,22
Cantidad disponible: Más de 20 disponibles
Añadir al carritoGebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book concerns stochastic models of the bond market in which randomness is generated by Levy processes. It presents key results on arbitrage and completeness of the bond markets using the tools of stochastic analysis and stochastic PDEs. It offers many .
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
EUR 211,29
Cantidad disponible: Más de 20 disponibles
Añadir al carritoHardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: Majestic Books, Hounslow, Reino Unido
EUR 234,49
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. Print on Demand.
Idioma: Inglés
Publicado por Cambridge University Press, 2021
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: preigu, Osnabrück, Alemania
EUR 177,50
Cantidad disponible: 5 disponibles
Añadir al carritoBuch. Condición: Neu. Mathematics of the Bond Market | A Lévy Processes Approach | Micha¿ Barski (u. a.) | Buch | Gebunden | Englisch | 2021 | Cambridge University Press | EAN 9781107101296 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
Idioma: Inglés
Publicado por Cambridge University Press, Cambridge, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: AussieBookSeller, Truganina, VIC, Australia
EUR 242,84
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover. Condición: new. Hardcover. 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 Levy 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. This book concerns stochastic models of the bond market in which randomness is generated by Levy processes. It presents key results on arbitrage and completeness of the bond markets using the tools of stochastic analysis and stochastic PDEs. It offers many attractive mathematical problems. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Idioma: Inglés
Publicado por Cambridge University Press, 2020
ISBN 10: 1107101298 ISBN 13: 9781107101296
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 241,85
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. PRINT ON DEMAND.