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Advances in Mathematical Finance
Hardcover
Series: Applied and Numerical Harmonic Analysis
Business GeneralInvesting & FinanceGeneral Mathematics
ISBN13: 9780817645441
Publisher: Birkhauser
Published: Jul 30 2007
Pages: 336
Weight: 1.38
Height: 0.84 Width: 6.50 Depth: 9.16
Language: English
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.
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