Arbitrage, Credit And Informational Risks

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Bibliographic Details
Title: Arbitrage, Credit And Informational Risks
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.
Authors: Ying Jiao, Caroline Hillairet, Monique Jeanblanc
Resource Type: eBook.
Subjects: Credit--Management, Arbitrage--Mathematical models, Stochastic analysis, Options (Finance)--Prices
Categories: MATHEMATICS / Probability & Statistics / Stochastic Processes, MATHEMATICS / Applied, BUSINESS & ECONOMICS / Finance / Financial Risk Management
Database: eBook Collection (EBSCOhost)
Description
Abstract: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.
ISBN:9789814602068
9789814602075
9789814602082