By Michael C. Fu,Robert A. Jarrow,Ju-Yi Yen,Robert J Elliott
This self-contained quantity brings jointly a set of chapters by means of the most unique researchers and practitioners within the box of mathematical finance and fiscal engineering. proposing cutting-edge advancements in thought and perform, the e-book has real-world functions to fastened source of revenue versions, credits danger versions, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. it's a beneficial source for graduate scholars, researchers, and practitioners in mathematical finance and fiscal engineering.
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Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis) by Michael C. Fu,Robert A. Jarrow,Ju-Yi Yen,Robert J Elliott