ARBITRAGE, CREDIT AND INFORMATIONAL RISKS (Peking University Series in Mathematics, 5, Band 5) - Hardcover

Hillairet Caroline

 
9789814602068: ARBITRAGE, CREDIT AND INFORMATIONAL RISKS (Peking University Series in Mathematics, 5, Band 5)

Inhaltsangabe

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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Von der hinteren Coverseite

This volume focuses on important financial subjects that has attracted more and more academic and practical attention since the international financial crisis. The collection of research papers includes a self-contained introduction and covers recent research developments on credit and asymmetric information risks. Readers will find the volume treats both the classical and fundamental problem in finance concerning the opportunity of arbitrage in the setting of credit risks.

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