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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.
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.
This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22
Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehen
The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical fina
