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.