Advances in mathematical finance

Autori

• Michael Fu

Parametri

• 340 pagine
• 12 ore di lettura

• Libri di testo
• Libri di testo universitari

Maggiori informazioni sul libro

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.

Lingua: Inglese

Pubblicato: 2007

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