Advances in Mathematical Finance
- المؤلف
- Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, …
- سنة النشر
- 2007
- الناشر
- Springer
- لغة الملف
- انكليزي
- نوع الملف
- Book
- تصنيف الكتاب
- Mathematics and Statistics
- تحميل الكتاب قراءة الكتاب
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice.
الكلمات المفتاحية: Mathematics and Statistics / CDO pricing / Lévy process / Stochastic Processes / Credit risk model / Fixed income models / Fractional Brownian motion / Modeling / Multi-period financial market / Option adjusted spreads / Smooth fit principle / Tax arbitrage and equilibrium / Tax rebates / Zero volatility spreads / Quantitative finance
