ARBITRAGE, CREDIT AND INFORMATIONAL RISKS

ARBITRAGE, CREDIT AND INFORMATIONAL RISKS

Forfatter: Ying Jiao, Caroline Hillairet, Monique Jeanblanc
Forlag: World Scientific Publishing Company
Utgivelsesår: 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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