Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis)
Contributors: Michael C. Fu (Editor); Robert A. Jarrow (Editor); Ju-Yi J. Yen (Editor); Robert J. Elliott (Editor)
Edition: 1 edition
Publisher: Birkhäuser Boston
Published: July 30, 2007
Language: eng
Format: Hardcover
Number of pages: 340
ISBN-13: 9780817645441
Subjects: Finance; Business & Economics; Business / Economics / Finance; Business/Economics; Applied; Game Theory; Business & Economics / Finance; CDO pricing; Lévy process; credit risk model; fixed income models; fractional Brownian motion; multi-period financial market; option adjusted spreads; smooth fit principle; tax arbitrage and equilibrium; tax rebates; zero volatility spreads