2007. 2007th Edition. Hardcover. Includes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. Editor(s): Fu, M.C; Jarrow, R.A.; Yen, Ju-Yi; Elliott, Robert J. Series: Applied and Numerical Harmonic Analysis. Num Pages: 364 pages, 10 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 241 x 164 x 23. Weight in Grams: 628. . . . . .

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D�tails bibliographiques

Titre: Advances in Mathematical Finance
�diteur: Birkhauser Boston Inc
Date de parution: 2007
Langue: anglais
ISBN � 10 chiffres: 0817645446
ISBN � 13 chiffres: 9780817645441
Reliure: Couverture rigide
�tat de l'article: New

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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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