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About this product
- DescriptionIncludes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium.
- PublisherBirkhauser Boston Inc
- Date of Publication30/07/2007
- GenreFinance & Accounting
- Series TitleApplied and Numerical Harmonic Analysis
- Place of PublicationSecaucus
- Country of PublicationUnited States
- ImprintBirkhauser Boston Inc
- Content Note10 Tables, black and white; XXVIII, 336 p.
- Weight1540 g
- Width156 mm
- Height235 mm
- Edited byJu-Yi Yen,M.C Fu,R. A. Jarrow,Robert J. Elliott
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