Advances in Mathematical Finance
- Author
- Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, …
- Publication Year
- 2007
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Mathematics and Statistics
- Download Book Read book
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.
Keywords: 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
