Mathematics of the bond market : a Lévy processes approach

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フォーマット:

図書

責任表示:

Michał Barski, Jerzy Zabczyk

言語:

英語

出版情報:

Cambridge : Cambridge University Press, 2020

形態:

xvi, 382 p. ; 25 cm

著者名:

シリーズ名:

書誌ID:

BB30397957

ISBN:

9781107101296 [1107101298] (: hardback)

子書誌情報

所蔵情報

タイトル・著者・出版者が同じ資料

詳細

主題:	Bond market--Mathematical models; Finance--Mathematical models; Lévy processes
分類・件名:	LCC : HG4651 DC23 : 332.63/23 LCSH : Bond market -- Mathematical models LCSH : Finance -- Mathematical models LCSH : Lévy processes
LCCN:	2019053002
注記:	Includes bibliographical references (p. [373]-378) and index
TTLL:	eng

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3 電子ブック Measure, probability, and mathematical finance : a problem-oriented approach Gan, Guojun, 1979-, Ma, Chaoqun, Xie, Hong Wiley	9 図書 Lévy processes and stochastic calculus Applebaum, David, 1956- Cambridge University Press
4 図書 Stochastic partial differential equations with Lévy noise : an evolution equation approach Peszat, S., Zabczyk, Jerzy Cambridge University Press	10 図書 Lévy processes in Lie groups Liao, Ming Cambridge University Press
5 図書 Lévy processes Bertoin, Jean Cambridge University Press	11 図書 Lévy processes and stochastic calculus Applebaum, David, 1956- Cambridge University Press
6 図書 Lévy processes Bertoin, Jean Cambridge University Press	12 図書 Lévy processes : theory and applications Barndorff-Nielsen, O. E. (Ole E.), Mikosch, Thomas, Resnick, Sidney Birkhäuser