Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis)

Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis)

by Michael C. Fu (Editor), Ju-Yi Yen (Editor), Robert A. Jarrow (Editor)

Synopsis

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.

$177.06

Quantity

20+ in stock

More Information

Format: Illustrated
Pages: 372
Edition: 2007
Publisher: Birkhäuser
Published: 23 Aug 2007

ISBN 10: 0817645446
ISBN 13: 9780817645441