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Arbitrage, Credit and Informational Risks

Arbitrage, Credit and Informational Risks

Hardcover

Series: Peking University Mathematics, Book 5

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 981460206X
ISBN13: 9789814602068
Publisher: World Scientific Publishing Company
Published: Mar 29 2014
Pages: 276
Weight: 1.25
Height: 0.90 Width: 6.10 Depth: 9.10
Language: English
This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics.

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Probability & Statistics