Advances in Mathematical Finance
Publication year: 2007
: 978-0-8176-4545-8
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.
: 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
