Advances in Mathematical Finance Hardback
Edited by M.C Fu, R. A. Jarrow, Ju-Yi Yen, Robert J. Elliott
Part of the Applied and Numerical Harmonic Analysis series
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.
- Format: Hardback
- Pages: 336 pages, 10 Tables, black and white; XXVIII, 336 p.
- Publisher: Birkhauser Boston Inc
- Publication Date: 30/07/2007
- Category: Finance
- ISBN: 9780817645441