| Arbitrage, Credit and Informational Risks Contributor(s): Jiao, Ying (Editor), Hillairet, Caroline (Editor), Jeanblanc, Monique (Editor) |
|
 |
ISBN: 981460206X ISBN-13: 9789814602068 Publisher: World Scientific Publishing Company OUR PRICE: $94.05 Product Type: Hardcover Published: May 2014 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes - Mathematics | Applied - Business & Economics | Finance - Financial Risk Management |
| Dewey: 332.645 |
| LCCN: 2014003080 |
| Series: Peking University Series in Mathematics |
| Physical Information: 0.9" H x 6.1" W x 9.1" (1.25 lbs) 276 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics. |