Advances in mathematical finance
Éditeur :
Birkhauser Boston Inc
ISBN :
9780817645441
Date de publication :
30 juil. 2007
Dimensions :
23,5 x 15,6 cm
Langue :
Anglais
Pays d'origine :
USA
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.