Advances in Mathematical Finance

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.

• Format: Hardcover
• Language: English
• ISBN: 0817645446
• ISBN13: 9780817645441
• Release Date: July 2007
• Publisher: Birkhauser
• Length: 336 Pages
• Weight: 1.38 lbs.
• Dimensions: 0.8" x 6.5" x 9.2"