ARBITRAGE, CREDIT AND INFORMATIONAL RISKS

ARBITRAGE, CREDIT AND INFORMATIONAL RISKS

Auteur: Ying Jiao, Caroline Hillairet, Monique Jeanblanc
Uitgever: World Scientific Publishing Company
Publicatiedatum: 2014
ISBN: 9789814602068

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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.

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