By Michael C. Fu,Robert A. Jarrow,Ju-Yi Yen,Robert J Elliott
This self-contained quantity brings jointly a set of chapters through the most distinct researchers and practitioners within the box of mathematical finance and monetary engineering. providing cutting-edge advancements in conception and perform, the e-book has real-world purposes to mounted source of revenue versions, credits danger types, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. it's a worthy source for graduate scholars, researchers, and practitioners in mathematical finance and fiscal engineering.
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Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis) by Michael C. Fu,Robert A. Jarrow,Ju-Yi Yen,Robert J Elliott