Advances in Mathematical Finance
Author | : Michael C. Fu |
Publisher | : Springer Science & Business Media |
Total Pages | : 345 |
Release | : 2007-06-22 |
ISBN-10 | : 9780817645458 |
ISBN-13 | : 0817645454 |
Rating | : 4/5 (58 Downloads) |
Download or read book Advances in Mathematical Finance written by Michael C. Fu and published by Springer Science & Business Media. This book was released on 2007-06-22 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.