num_pages: 364
description: 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.
language: English
title: Advances in Mathematical Finance
titlecomplete: Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis)
ratings_count: 2
publisher: Birkhäuser