The Resource Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk
Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk
Resource Information
The item Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
 Summary
 "Bonds are financial assets issued by governments, central banks or companies. Their holders receive some fixed payments at future dates. The life time of a bond is specified by its maturity  the date when the nominal value of the bond is paid. All previous payments are called coupons and they are usually fixed as fractions of the nominal value of the bond. The payments received by the holder, although fixed, can, however, be influenced by the credit rating of the issuer. This means that in case of the issuer's bankruptcy the promised payments can be reduced or even canceled"
 Language
 eng
 Extent
 xvi, 382 pages ; 24cm
 Contents

 Elements of the bond market
 Arbitragefree bond markets
 Completeness
 Stochastic preliminaries
 Lévy processes
 Martingale representation and Girsanov's theorems
 Fundamentals
 Arbitragefree HJM markets
 Arbitragefree forward curves models
 Arbitragefree affine term structure
 Completeness
 Stochastic equations for forward rates
 Analysis of the HJMM equation
 Analysis of Morton's equation
 Analysis of the MortonMusiela equation
 Isbn
 9781107101296
 Label
 Mathematics of the bond market : a Lévy processes approach
 Title
 Mathematics of the bond market
 Title remainder
 a Lévy processes approach
 Statement of responsibility
 Michał Barski, Jerzy Zabczyk
 Language
 eng
 Summary
 "Bonds are financial assets issued by governments, central banks or companies. Their holders receive some fixed payments at future dates. The life time of a bond is specified by its maturity  the date when the nominal value of the bond is paid. All previous payments are called coupons and they are usually fixed as fractions of the nominal value of the bond. The payments received by the holder, although fixed, can, however, be influenced by the credit rating of the issuer. This means that in case of the issuer's bankruptcy the promised payments can be reduced or even canceled"
 Assigning source
 Provided by publisher
 http://library.link/vocab/creatorName
 Barski, Michał
 Dewey number
 332.642
 Index
 index present
 Literary form
 non fiction
 Nature of contents
 bibliography
 http://library.link/vocab/relatedWorkOrContributorName
 Zabczyk, Jerzy
 Series statement
 Encyclopedia of mathematics and its applications
 http://library.link/vocab/subjectName

 Bond market
 Finance
 Lévy processes
 Label
 Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Elements of the bond market  Arbitragefree bond markets  Completeness  Stochastic preliminaries  Lévy processes  Martingale representation and Girsanov's theorems  Fundamentals  Arbitragefree HJM markets  Arbitragefree forward curves models  Arbitragefree affine term structure  Completeness  Stochastic equations for forward rates  Analysis of the HJMM equation  Analysis of Morton's equation  Analysis of the MortonMusiela equation
 Control code
 on1149282200
 Extent
 xvi, 382 pages ; 24cm
 Isbn
 9781107101296
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 System control number
 (OCoLC)1149282200
 Label
 Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Elements of the bond market  Arbitragefree bond markets  Completeness  Stochastic preliminaries  Lévy processes  Martingale representation and Girsanov's theorems  Fundamentals  Arbitragefree HJM markets  Arbitragefree forward curves models  Arbitragefree affine term structure  Completeness  Stochastic equations for forward rates  Analysis of the HJMM equation  Analysis of Morton's equation  Analysis of the MortonMusiela equation
 Control code
 on1149282200
 Extent
 xvi, 382 pages ; 24cm
 Isbn
 9781107101296
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 System control number
 (OCoLC)1149282200
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/portal/MathematicsofthebondmarketaL%C3%A9vyprocesses/G3tBF3bImbA/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/MathematicsofthebondmarketaL%C3%A9vyprocesses/G3tBF3bImbA/">Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.eui.eu/portal/MathematicsofthebondmarketaL%C3%A9vyprocesses/G3tBF3bImbA/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/MathematicsofthebondmarketaL%C3%A9vyprocesses/G3tBF3bImbA/">Mathematics of the bond market : a Lévy processes approach, Michał Barski, Jerzy Zabczyk</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>