Mathematics of the bond market a Lévy processes approach

"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...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Barski, Michał (VerfasserIn)
Weitere Verfasser:	Zabczyk, Jerzy (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Cambridge, United Kingdom, New York, NY, Port Melbourne, New Delhi, Singapore Cambridge University Press 2020
Schriftenreihe:	Encyclopedia of mathematics and its applications 174
Schlagworte:	Bond market > Mathematical models > Finance > Lévy processes > Lévy-Prozess > Festverzinsliches Wertpapier
Online Zugang:	Review
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