Arbitrage, credit and informational risks /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Hillairet, Caroline (Editor ), Jeanblanc-Picqué, Monique, 1947- (Editor ), Jiao, Ying (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; New Jersey : World Scientific, [2014]
Colección:Peking University series in mathematics ; v. 5.
Temas:
Arbitrage > Mathematical models.
Credit > Management.
Options (Finance) > Prices.
Stochastic analysis.
Crédit > Gestion.
Options (Finances) > Prix.
Analyse stochastique.
BUSINESS & ECONOMICS > Finance.
Arbitrage > Mathematical models
Credit > Management
Options (Finance) > Prices
Stochastic analysis
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xii, 262 pages .)
Bibliografía:Includes bibliographical references.
ISBN:9814602078
9789814602075
1306566541
9781306566544

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